Electrochromic windows can control the amount of sunlight entering buildings, thus enabling thermal regulation and offering a significant opportunity to reduce building energy consumption. However, current electrochromic windows encounter difficulties with multi‐color control and fully independent adjustment of visible light and near‐infrared heat. Herein, this work introduces an advanced multi‐color four‐mode dual‐band electrochromic smart window (DESW) that not only showcases various color transformations but also independently manages visible light and near‐infrared heat from solar radiation, providing year‐round thermal regulation for buildings. This device features a zinc anode with Prussian blue analogues and tungsten oxide film electrodes. Its optical state superposition effect allows for a range of color transformations (yellow, orange, green, and black), enhancing visual appeal and offering four distinct optical states for precise control of visible light and near‐infrared transmittance. Simulation results show that this device achieves greater energy efficiency than commercial glass in most global climates throughout the year. Moreover, the energy generated by this multi‐color four‐mode DESW can be used to power low‐energy devices within the building, further decreasing overall energy consumption. This research opens up extensive possibilities for smart window design and supports the development of green buildings, contributing to global carbon neutrality and sustainable development.