Utilizing solar energy to achieve artificial photosynthesis of chemical fuel is prevalent in tackling CO2 excessive emissions and energy deficiency. Engineering tailored morphology and constructing matched heterostructure are two significant schemes to elevate the CO2 photoconversion efficiency of g–C3N4–based composite. Herein, a novel S-scheme CuWO4@g-C3N4 core-shell microspheres were designed by a template-free hydrothermal and annealing approach. The CuWO4@g-C3N4 composite exhibits improved visible light harvesting, increased BET specific area, and enhanced CO2 adsorption ability. Further, S-scheme CuWO4@g-C3N4 heterojunction facilitates charge separation and realizes strong redox capability, contributing to elevated CO2 photoreduction performance. The CO yield rate for CuWO4@g-C3N4 composite reaches about 4.15 μmol g−1 h−1, which is 2.7 folds that of bare g-C3N4 (1.56 μmol g−1 h−1). Theoretical calculations unveil that the hydrogenation and reduction of *OCHO to *HCOOH are involved in a higher Eb of 0.39 eV than CO (0.24 eV), contributing to a high selectivity for CO yield. This work can be employed to fabricate more various g–C3N4–based composites for artificial photosynthesis.