Moisture harvesters with favourable attributes such as easy synthetic availability and good processability as alternatives for atmospheric moisture harvesting (AWH) are desirable. This study reports a novel nonporous anionic coordination polymer (CP) of uranyl squarate with methyl viologen (MV2+) as charge balancing ions (named U‐Squ‐CP) which displays intriguing sequential water sorption/desorption behavior as the relative humidity (RH) changes gradually. The evaluation of AWH performance of U‐Squ‐CP shows that it can absorb water vapor under air atmosphere at a low RH of 20 % typical of the levels found in most dry regions of the world, and have good cycling durability, thus demonstrating the capability as a potential moisture harvester for AWH. To the authors’ knowledge, this is the first report on non‐porous organic ligand bridged CP materials for AWH. Moreover, a stepwise water‐filling mechanism for the water sorption/desorption process is deciphered by comprehensive characterizations combining single‐crystal diffraction, which provides a reasonable explanation for the special moisture harvesting behaviour of this non‐porous crystalline material.