Photocatalytic CO2 methanation presents a sustainable route to mitigate greenhouse effect and advance carbon neutrality. However, the pivotal *CO protonation step to *CHO, essential for CH4 formation, is kinetically and thermodynamically disfavored over *CO desorption, limiting the overall efficiency. To overcome this limitation, we engineer photothermal-coupled Bi2S3-SnS2 heterojunction nanosheets that concurrently enhance *CO binding and *H supply, enabling efficient reduction of CO2 to CH4. Comprehensive characterizations via femtosecond transient absorption spectroscopy, in situ X-ray photoelectron spectroscopy, and theoretical calculations confirm a direct Z-scheme charge transfer mechanism. This mechanism promotes charge accumulation at catalytic sites, strengthening *CO binding and thermodynamically switching the dominant pathway from *CO desorption (+1.00 eV) to *CO protonation (-0.88 eV). Additionally, the favorable valence band alignment in the heterojunction facilitates H2O dissociation to produce *H. Crucially, H/D kinetic isotopic effect measurements and in situ Fourier-transform infrared spectroscopy reveal a pronounced photothermal effect within the heterojunction, where light-induced heat accelerates H2O dissociation and *H transfer kinetics, thereby enhancing the *H supply for *CO protonation. Consequently, the Bi2S3-SnS2 heterojunction nanosheets achieve a remarkable CH4 production rate of 341.4 μmol g-1 h-1, representing a 23.1-fold enhancement over pristine SnS2 nanosheets and surpassing reported state-of-the-art photocatalysts. This work establishes a paradigm for utilizing photothermal coupling to regulate reaction pathways and boost the catalytic activity in CO2 conversion.