It is challenging to synthesize a stable ultrafine Pd catalyst with high selectivity and activity at low temperatures toward hydrogenation of furfural (FF). We report an approach of applying C═N and S–O entities in a highly stable La metal–organic framework (La-MOF) (LaQS) as the platform support that confines Pd nanoparticles (NPs) through coordination, resulting in a stable Pd/LaQS catalytic system. The catalytic conversion of FF into tetrahydrofurfuryl alcohol (THFA) using this catalyst can be done as simply as one-step hydrogenation at room temperature, with a high selectivity of >99% maintained even at 120 °C. The outstanding catalytic activity and selectivity are mainly attributed to the electronic effect of metal–support in Pd/LaQS, which produces electron-rich Pd and enhanced Lewis-acid LaQS. Especially, this electronic effect can be facilely tuned by the Pd loading in Pd/LaQS. On the one hand, electron-rich ultrafine Pd promotes the activation of H2 and improves the reaction activity. On the other hand, the acid-enhanced LaQS support not only promotes the activation of FF and improves its activity, but also the positive electricity of the LaQS support is conducive to the reactant adsorption and product desorption, thus improving the THFA selectivity. This work develops a stable LaQS support for the stabilization of ultrafine metal nanoparticles via the metal–support interaction for enhanced catalysis, which sheds light on the construction of efficient MOF-based catalysts for task-specific applications.