Direct methane conversion to high-value chemicals under mild conditions is attractive yet challenging due to the inertness of methane and the high reactivity of valuable products. This work presents an efficient and selective strategy to achieve direct methane conversion through the oxidative coupling of methane over a visible-responsive Au-loaded CeO2 by photon-phonon co-driven catalysis. A record-high ethane yield of 755 μmol h-1 (15,100 μmol g-1 h-1) and selectivity of 93% are achieved under optimised reaction conditions, corresponding to an apparent quantum efficiency of 12% at 365 nm. Moreover, the high activity of the photocatalyst can be maintained for at least 120 h without noticeable decay. The pre-treatment of the catalyst at relatively high temperatures introduces oxygen vacancies, which improves oxygen adsorption and activation. Furthermore, Au, serving as a hole acceptor, facilitates charge separation, inhibits overoxidation and promotes the C-C coupling reaction. All these enhance photon efficiency and product yield.