H2O and cyclohexane adsorption properties and the CO2 and CO capture capability of the microporous material Fe(pz)[Pt(CN)4] were examined. This 3D coordination polymer retained its crystallinity and structural stability after all adsorption–desorption experiments (demonstrated by PXRD and BET surface area). Thus, the total water uptake was equal to 14.6 wt % (8.12 mmol g–1) at 90% P/P0, and in comparison to the adsorption of cyclohexane, Fe(pz)[Pt(CN)4] demonstrated a relatively high degree of hydrophilicity. The total cyclohexane uptake of 0.28 mmol g–1, which in comparison to the total water uptake value of 8.12 mmol g–1, corroborated such hydrophilic behavior. Additionally, the CO2 capture was equal to 9.3 wt % for activated Fe(pz)[Pt(CN)4], a higher value in comparison to other lead MOFs such as NOTT-400 (4.4 wt %), despite the fact that the latter exhibits a larger BET surface area (1356 m2 g–1) than Fe(pz)[Pt(CN)4] (BET = 431 m2 g–1). When the CO2 capture capability was measured on a partially water saturated Fe(pz)[Pt(CN)4] sample, we observed a weight gain from 11.7 wt % (only water uptake) to 14.1 wt % (water + CO2). This weight increment (2.4 wt %) was attributed to the oversolubility of CO2. The CO capture on Fe(pz)[Pt(CN)4] showed a total uptake of 4.7 mmol/g after only 20 min, a result comparable to those for MOFs with much higher BET surface areas, such as MOF-74(Mg) (BET = 1957 m2 g–1; 4.4 mmol g–1). Finally, in situ DRIFT experiments exhibited the coordination of CO with open Pt(II) metal sites.