Covalently attaching lanthanide complexes to the polymer backbone can effectively reduce the clustering of lanthanides and thus become an important strategy to fully unleash their potential. In this Communication, a metal‐free click reaction is used for the first time to link a lanthanide complex to the polymer matrix. A diene‐bearing copolymer with anthracenylmethyl methacrylate as a monomer and a dienophile‐bearing lanthanide complex with 5‐maleimido‐1,10‐phenanthroline as the second ligand are synthesized and coupled together through a Diels–Alder cycloaddition (DA). A comparative investigation demonstrates that the composite material prepared by DA click reaction shows the highest quantum yields in the same lanthanide concentration as compared to materials prepared by widely used “directly doping” and “in situ coordinating lanthanide ions with macromolecular ligand” approaches. This work suggests that the “metal‐free” DA click reaction can be a promising tool in the synthesis of high efficient lanthanide functionalized polymeric materials.