Driving efficient artificial photosynthesis of H2O2 is highly desirable in both academic and industrial fields. Here, a new core–shell Bi3TiNbO9@C4N heterojunction is constructed for efficient photocatalytic H2O2 production by in situ encapsulating an ultrathin layer of covalent organic framework material (C4N) on Aurivillius‐type Bi3TiNbO9 microsheets. The porous C4N layer is found to enhance visible‐light absorption ability and facilitate the adsorption and activation of the reactants and intermediates. The hybrid heterojunction follows an S‐scheme charge transfer with the assistance of a strong internal electric field (IEF), which promotes the spatial separation of photogenerated carriers effectively and maintains their strong redox abilities. As a result, the optimized Bi3TiNbO9@C4N unveils a high H2O2 yield rate of 1.25(2) mmol g−1 h−1 in the absence of sacrificial agents and cocatalyst, 10.9 and 3.5 folds higher than those of pristine Bi3TiNbO9 and C4N catalysts, respectively. This work provides an in situ encapsulating strategy to decorate covalent organic frameworks (COFs) on oxide perovskites for artificial photosynthesis of H2O2, which may stimulate the intensive investigation interests of functional materials/COFs heterojunction materials for various photocatalysis applications.