Photocatalytic technology to convert CO₂ into a chemical fuel is one of the most promising ways to alleviate the greenhouse effect. However, due to the low photocatalytic efficiency and poor product selectivity, the application of photocatalytic CO₂ reduction is seriously limited. In this study, a MoO_3−x@ZnIn₂S₄ composite with a core–shell structure is designed for the first time, and the combination of an S-scheme heterojunction and photothermal synergistic catalysis is successfully applied to full-spectrum solar photocatalytic CO₂ reduction. Thanks to the cooperative effects of its unique hierarchical architecture, close interface contact, special charge-transfer pathway and high photothermal efficiency, the MoO_3−x@ZnIn₂S₄ composite photocatalyst exhibits average yields of CO and CH₄ up to 4.65 and 28.3 μmol g⁻¹ h⁻¹ under UV-Vis-IR irradiation without a sacrificial agent and cocatalyst. The average yield of CH₄ is 19.4 and 11.7 times that of pure MoO_3−x and ZnIn₂S₄ samples, respectively. Moreover, it also shows a CH₄ selectivity as high as 85.89%.