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In this article, we report the successful preparation of a Mg-based luminescent MIL-53 metal–organic framework (MOF), namely [Mg2(BDC)2(BPNO)]·2DMF (1) (BDC = 1,4-benzene dicarboxylate, BPNO = 4,4’- dipyridyl-N,N’-dioxide, DMF = N,N-dimethylformamide) in a mixed solvent containing a 2 : 3 volume ratio of DMF and ethanol (EtOH) under solvothermal conditions. Desolvated compound 1a can be used as an absorbent for selective adsorption and separation of liquid explosives, including nitroaromatic (nitrobenzene (NB)) and nitroaliphatic (nitromethane (NM) and nitroethane (NE)) compounds, through single crystal-to-single crystal (SC–SC) transformations. As one of the weakly luminescent MOFs, the luminescence of compound 1a could be quenched by the incorporation of the three liquid nitro explosives. On the basis of single crystal analysis, we provide direct evidence that both the selective adsorption and fluorescence quenching of the desolvated compound 1a are dictated by host–guest interactions between guest liquid explosives and the host framework. Such findings differ from those reported in previous works, which were dominated by surficial close contact interactions. Moreover, based on the experimentally obtained single-crystal structures, we explain that the luminescence of 1a follows the intraligand π*→π emission states or weak ligand to ligand charge transfer (LLCT), with little incorporation of intraligand charge transfer (ILCT).