A novel method for successfully loading and anchoring CdSe quantum dots in the pores of a Zr-based porphyrin MOF using the solvothermal method has been reported in this article. The novel compound material is named PCN-222@CdSe. The ECL signal intensity and the luminescence stability of the new material are much higher than those of single CdSe quantum dots. Further studies show that p-nitrophenol (PNP) can effectively quench the ECL signal of PCN-222@CdSe. We then developed a sensor for the sensitive detection of PNP based on PCN-222@CdSe. The ECL sensor has a good linear relationship with PNP concentration in the range of 100 ppm to 0.1 ppb, with a detection limit as low as 0.03 ppb (S/N = 3). This work provides a new idea for the development of a sensitive ECL sensor for PNP.