Photocatalysis can create a green way to produce clean energy resources, degrade pollutants and achieve carbon neutrality, making the construction of efficient photocatalysts significant in solving environmental issues. Conjugated polymers (CPs) with adjustable band structures have superior light-absorption capacity and flexible morphology that facilitate contact with other components to form advanced heterojunctions. Interface engineering can strengthen the interfacial contact between the components and further enlarge the interfacial contact area, enhance light absorption, accelerate charge transfer and improve the reusability of the composites. In order to throw some new light on heterojunction interface regulation at a molecular level, herein we summarize CP-based composites with improved photocatalytic performance according to the types of interactions (covalent bonding, hydrogen bonding, electrostatic interactions, π-π stacking, and other polar interactions) between the components and introduce the corresponding interface building methods, identifying techniques. Then the roles of interfaces in different photocatalytic applications are discussed. Finally, we sum up the existing problems in interface engineering of CP-based composites and look forward to the possible solutions.