Chloroperoxidase (CPO) is promising for the asymmetric synthesis of sulfoxides from sulfides, owing to its high enantioselectivity under mild reaction conditions. However, suffering from the stability and recyclability issue, the application of free CPO is heavily restricted in current stage. In this work, an integrated photobiocatalyst was designed and fabricated by immobilizing CPO on a magnetically recyclable photocatalyst, Fe3O4@Cu-H-TiO2, which can supply H2O2 for CPO in situ continuously and suppress the destruction of CPO caused by excess H2O2. The obtained CPO@Fe3O4@Cu-H-TiO2 can catalyze the synthesis of enantiopure (R)-sulfoxides from sulfides with high yield up to 88% and high ee value up to >99% over this TiO2-based photobiocatalyst. The enhanced performance of the integrated photobiocatalyst is attributed to the controllable supply of H2O2, the improved stability of immobilized CPO and the enhanced proximity effect between photo- and bio- catalytic modules.