Heterojunction engineering is recognized as a promising strategy to modulate the photocatalytic properties of semiconductors. Herein, lead-free Cs2CuBr4 perovskite quantum dots (PQDs) were confined in a mesoporous CuO framework and a p-n type S-scheme heterojunction of Cs2CuBr4/CuO (CCB/CuO) photocatalyst was fabricated. Experimental characterizations confirmed the effective confinement of the Cs2CuBr4 PQDs in the mesoporous CuO framework, which enabled intimate contact in the interface of CCB/CuO heterojunction, thus facilitating the interfacial charge migration and separation between p-type CuO and n-type Cs2CuBr4. Owing to the outstanding charge transport property and CO2 adsorption capacity, the developed CCB/CuO heterojunction exhibited remarkably enhanced photocatalytic CO2 conversion efficiency with an electron consumption rate (Relectron) of 281.1 µmol g−1 h−1, which was approximately 2.8 times higher than that of pristine Cs2CuBr4. These findings provide some insights into the rational engineering design of lead-free perovskite-based heterostructures for efficient photocatalytic CO2 conversion.