AbstractHigh‐performance photocatalysis requires efficient light absorption and low charge carrier recombination rates. Herein, a light coupling and charge carrier confinement strategy is demonstrated to simultaneously enhance the light absorption efficiency and suppress the charge carrier recombination for high‐performance photocatalysis. The strategy is achieved by the delicate incorporation of catalysts into a dual‐core‐shell structure (e.g., CdS@SiO2@NaYF4:Yb/Tm), in which CdS (catalyst), SiO2, and NaYF4:Yb/Tm serve as shell, outer core, and inner core, respectively. Interestingly, the absorbed light can be confined within the CdS layer through multiple reflections between the CdS and SiO2 interfaces, achieving light confinement. This confinement endows a longer light residence time, enhanced light reabsorption and reutilization efficacy, and a higher concentration of photogenerated charge carriers per unit of time. Moreover, the insulating SiO2 can confine the photogenerated charge carriers within CdS layer, thus shortening their diffusion length for reduced recombination rates. Notably, when employed as the photocatalyst, this dual‐core‐shell structure showed a superb photocatalytic hydrogen evolution rate up to 74.67 mmol g−1 h−1, which is 11 times higher than that of pristine CdS. This work provides a new strategy for the design and synthesis of high‐performance photocatalysts.