The well‐known toxicity of lead‐halide‐perovskite (LHP) nanocrystals limits their commercial applications in photocatalysis. Herein, an in situ controlled growth strategy is reported for lead‐free perovskite nanocrystals (Cs3Bi2I9) on the surface of ultrathin Bi2WO6 nanosheets through co‐sharing Bi atoms, to generate a direct Z‐scheme heterojunction of Cs3Bi2I9/Bi2WO6. Co‐sharing of the Bi atom can enable intimate contact and strong electron coupling between Cs3Bi2I9 and Bi2WO6, which can effectively promote the interfacial charge transfer between Cs3Bi2I9 and Bi2WO6 complying with a Z‐scheme pathway. The resulting efficient charge transfer and well‐preserved redox ability of Cs3Bi2I9/Bi2WO6 heterojunction endow it with a significant improvement of photocatalytic activity for the conversion of CO2‐to‐CO integrated with water oxidation, exhibiting a fourfold increase compared with pure Cs3Bi2I9 nanocrystals. This study paves a new avenue for the construction of efficient Z‐scheme heterojunction based on lead‐free halide perovskite, which should stimulate further passion on the development of high performance of lead‐free halide perovskite materials for photocatalytic application.