In this study, a constructed wetland was coupled with a microbial fuel cell to establish a coupled system known as the constructed wetland–microbial fuel cell (CW–MFC), utilized for the treatment of X-3B azo dye wastewater at varying concentrations. Experimental results indicated that the anodic region made the primary contributions to the discoloration of azo dyes and COD removal, with a contribution rate of 60.9–75.8% for COD removal and 57.8–83.0% for the effectiveness of discoloration. Additionally, the role of plants in the constructed wetland area could achieve the removal of small molecular substances and further discoloration. In comparison to open-circuit conditions, under closed-circuit conditions the CW–MFC effectively degraded X-3B azo dye wastewater. Under an external resistance of 2000 Ω, a maximum COD removal rate of 60.0% and a maximum discoloration rate of 85.8% were achieved for X-3B azo dye at a concentration of 100 mg/L. Improvements in the treatment efficiency of X-3B dye wastewater were achieved by altering the external resistance. Under an external resistance of 100 Ω and an influent concentration of X-3B of 800 mg/L, the COD removal rate reached 78.6%, and the decolorization rate reached 85.2%. At this point, the CW–MFC exhibited a maximum power density of 0.024 W/m3 and an internal resistance of 99.5 Ω. Spectral analysis and GC–MS results demonstrated the effective degradation of azo dyes within the system, indicating azo bond cleavage and the generation of numerous small molecular substances. Microbial analysis revealed the enrichment of electrogenic microorganisms under low external resistance conditions, where Geobacter and Trichococcus were dominant bacterial genera under an external resistance of 100 Ω, playing crucial roles in power generation and azo dye degradation within the system.