This work presented a series of hybrid materials F@P-LDHs exhibiting the core-shell structure with PPy as the interface modifier, explored as dual-functional materials for studying photocatalytic reduction of CO2 and electrochemical behaviors. F@P-LDHs served as photocatalysts, effectively convert CO2 into CO without using any sacrificial agents and photosensitizers via the gas-solid mode under the visible light irradiation. The generation rate of CO was as high as 10.32 μmol g−1 h−1, which was 5.4 and 6.4 times higher than the original Fe3O4@PPy and NiCo-LDH. The well performance might be ascribed to the generation of type Z heterojunction with the interface modifier PPy, jointly accelerating the separation and migration of photo-generated charge carriers between Fe3O4@PPy and NiCo-LDH. Besides, F@P-LDHs were also developed as supercapacitors, and their electrochemical behaviors were investigated. Their good electrochemical performances were attributed to the synergistic effect among hollow Fe3O4 microspheres, polypyrrole and NiCo-LDH. Therefore, as dual-functional materials, the hybrid materials have great potential in the field of CO2 conversion and supercapacitors.