The development of multifunctional photocatalysts capable of simultaneously addressing solar energy conversion, carbon-neutral fuel production, and environmental remediation remains a significant challenge due to rapid charge carrier recombination and limited visible-light utilization. In this study, a novel CoFe₂O₄/BiVO₄/Bi₂WO₆/g-C₃N₄ Z-scheme multi-heterojunction photocatalyst was successfully synthesized via a combination of hydrothermal and in situ deposition methods to achieve highly efficient solar-driven photocatalytic performance. Structural, morphological, and spectroscopic characterizations confirmed the successful construction of a tightly integrated multi-heterojunction with intimate interfacial contact among all constituent phases. The engineered Z-scheme architecture significantly enhanced visible-light harvesting, facilitated rapid spatial separation of photogenerated charge carriers, and suppressed electron–hole recombination. Electrochemical analyses further verified reduced charge-transfer resistance and improved interfacial charge transport. Under simulated solar irradiation, the optimized photocatalyst exhibited outstanding photocatalytic performance, achieving hydrogen evolution at a rate of 2138 μmol h⁻¹ g⁻¹, while CO₂ photoreduction generated CO (18 μmol g⁻¹ h⁻¹) and CH₄ (16 μmol g⁻¹ h⁻¹) as the major solar fuels. Simultaneously, the composite demonstrated 98.4% degradation of representative organic pollutants with 86.7% mineralization efficiency, highlighting its excellent capability for wastewater purification. Radical trapping experiments and band structure analysis revealed that photogenerated electrons together with •OH and •O₂⁻ radicals were the dominant reactive species governing the enhanced photocatalytic activity. The superior performance was attributed to the synergistic interaction of CoFe₂O₄, BiVO₄, Bi₂WO₆, and g-C₃N₄, which provided broad-spectrum solar absorption, abundant active sites, enhanced redox capability, and efficient charge migration through the direct Z-scheme pathway. Furthermore, the photocatalyst retained 94.6% of its initial activity after five consecutive photocatalytic cycles, confirming its excellent structural stability and long-term durability. This work presents an effective strategy for designing advanced Z-scheme multi-heterojunction photocatalysts that integrate solar energy conversion, CO₂ utilization, hydrogen production, and environmental remediation within a single high-performance platform, offering considerable potential for sustainable energy and environmental applications.