Exploring new linkage chemistry for covalent organic frameworks (COFs) provides a strong driving force to promote the development of this emerging class of crystalline porous organic materials. Herein we report a strategy to synthesize COFs with azo linkage, one of the most important functional unit in materials science but having not yet been exploited as a linkage of COFs. This strategy is developed on the basis of in situ linker exchange, by which imine-linked COFs are completely transformed into azo-linked COFs (Azo-COFs). Moreover, distinct properties of Azo-COFs from their corresponding imine-linked precursors are observed, indicating unique property of Azo-COFs. This strategy provides a useful approach to develop new linkage chemistry for COFs. It also has established a synthetic method for azo-linked COFs, which not only enriches the family of COFs but also offers a platform to explore properties and applications of this class of crystalline porous conjugated polymers.