Both MnOx and g-C3N4 have been proved to be active in the catalytic oxidation of NO, and their individual mechanisms for catalytic NO conversion have also been investigated. However, the mechanism of photo-thermal catalysis of the MnOx/g-C3N4 composite remains unresolved. In this paper, MnOx/g-C3N4 catalysts with different molar ratios were synthesized by the precipitation approach at room temperature. The as-prepared catalysts exhibit excellent synergistic photo-thermal catalytic performance towards the purification of NO in air. The MnOx/g-C3N4 catalysts contain MnOx with different valence states on the surface of g-C3N4. The thermal catalytic reaction for NO oxidation on MnOx and the photo-thermal catalytic reaction on 1:5 MnOx/g-C3N4 were investigated by in situ diffuse reflectance infrared Fourier transform spectroscopy (in situ DRIFTS). The results show that light exerted a weak effect on NO oxidation over MnOx, and it exerted a positive synergistic effect on NO conversion over 1:5 MnOx/g-C3N4. A synergistic photo-thermal catalytic cycle of NO oxidation on MnOx/g-C3N4 is proposed. Specifically, photo-generated electrons (e−) are transferred to MnOx and participate in the synergistic photo-thermal reduction cycle (Mn4+→Mn3+→Mn2+). The reverse cycle (Mn2+→Mn3+→Mn4+) can regenerate the active oxygen vacancy sites and inject electrons into the g-C3N4 hole (h+). The active oxygen (O−) was generated in the redox cycles among manganese species (Mn4+/Mn3+/Mn2+) and could oxidize the intermediates (NOH and N2O2−) to final products (NO2− and NO3−). This paper can provide insightful guidance for the development of better catalysts for NOx purification.