Location, location, location : The combination of reaction and diffusion has been used to deposit nanoparticles (red and blue) inside of cyclodextrin MOFs (black), either uniformly or in a core/shell manner. Such processes can also be combined with galvanic exchange reactions to provide a flexible route to the location‐specific post‐processing of MOFs. When dissolved, the core/shell MOFs liberate nanoparticles of different types sequentially.