Photocatalytic reduction of carbon dioxide is a technology that effectively utilizes CO2 and solar energy. Sodium niobate (NaNbO3) has received much attention in the field of photocatalysis due to its excellent photocatalytic properties. However, the application of NaNbO3 in the field of photocatalysis is still limited by poor reaction to visible light and easy recombination of photo-generated carriers. Heterojunction with g-C3N4 to construct core-shell structure can effectively improve the above problems. Combining the two can design a core-shell composite material that is beneficial for photocatalytic reduction of CO2. Herein, we prepared a core-shell heterojunction g-C3N4/NaNbO3 by uniformly impregnating urea on the surface of NaNbO3 chromium nanofibers with NaNbO3 nanofibers prepared by electrospinning as a catalyst carrier, and urea as a precursor of g-C3N4. The core-shell structure of g-C3N4/NaNbO3 was verified by a series of characterization methods such as XPS, XRD, and TEM. It was found that under the same conditions, the methanol yield of core-shell g-C3N4/NaNbO3 was 12.86 μmol·g-1·h-1, which is twice that of pure NaNbO3 (6.67 μmol·g-1·h-1). This article highlights an impregnation method to build core-shell structures for improved photocatalytic reduction of CO2.