The composites, nanoparticles/metal-organic frameworks, are promising materials with unique physico-chemical property, which can not only adjust the properties of MOFs but also extend the application of MOFs. However, the preparation of nanoparticles/metal-organic frameworks is tedious and the catalytic activity of them is seriously affected. Herein, a rational strategy was proposed to fabricate new-type Cu nanoparticles (Cu⁰) supported HKUST-1(Cu) by controlling the nucleation process, where the Cu clusters were relatively active in the nucleation stage and reduced by methanol to transform into Cu nanoparticles with the aid of ultrasound and finally embedded into the framework structure of HKUST-1(Cu), which can effectively suppress the aggregation of Cu nanoparticles. Specially, Cu nanoparticles supported HKUST-1(Cu) was named as HKUST-1(Cu)-45. Compared with an 72.79% conversion and 70.89% selectivity for styrene oxide using HKUST-1(Cu) as the catalyst, the conversion and selectivity for styrene oxide using HKUST-1(Cu)-45 reached 90.94% and 73.21%, respectively. The results were mainly ascribed to the high surface area (1127 m² g⁻¹) and the exposed more catalytic active sites of HKUST-1(Cu)-45. Moreover, HKUST-1(Cu)-45 exhibited outstanding catalytic activity and structural stability. The insight may provide a significant inspiration for preparing various nanoparticles/metal-organic frameworks by adjusting the nucleation stage of MOFs.