The conversion of carbon dioxide into chemical fuels via photocatalysis is a promising approach. However, the efficient separation of charge carriers and synchronous occurrence of redox half-reactions remained considerable obstacles. Here, S-scheme Bi4O5Br2/Cd0.3Zn0.7S with oxygen and sulfur double vacancies (VO,S) was prepared by hydrothermal method. The spatial separation of oxidation half reaction and reduction half reaction was achieved by constructing of double active site of oxygen vacancies (VO) in Bi4O5Br2 and sulfur vacancies (VS) in Cd0.3Zn0.7S. The CO generation rate of VO,S-15 %Bi4O5Br2/Cd0.3Zn0.7S (VO,S-CZBB) was 14.91 μmol g−1 h−1 in a gas-liquid-solid photothermal catalytic reduction, which was 7.23 times more than that of VS-Cd0.3Zn0.7S. Significantly, the S-scheme energy band structure can improve the harvesting of sunlight and enhance the separation and transfer of photogenerated carriers. In addition, VO,S on the surface of the VO,S-CZBB heterojunction facilitates the activation of CO2 molecules. The results discuss the synergistic effects of the S-scheme energy band structure and VO,S on the photocatalyst and demonstrate the feasibility of spatially separated dual active sites in promoting the photocatalytic conversion of CO2.