Exploiting dual‐functional photoelectrodes to harvest and store solar energy is a challenging but efficient way for achieving renewable energy utilization. Herein, multi‐heterostructures consisting of N‐doped carbon coated MoS2 nanosheets supported by tubular TiO2 with photoelectric conversion and electronic transfer interfaces are designed. When a photo sodium ion battery (photo‐SIB) is assembled based on the heterostructures, its capacity increases to 399.3 mAh g−1 with a high photo‐conversion efficiency of 0.71 % switching from dark to visible light at 2.0 A g−1. Remarkably, the photo‐SIB can be recharged by light only, with a striking capacity of 231.4 mAh g−1. Experimental and theoretical results suggest that the proposed multi‐heterostructures can enhance charge transfer kinetics, maintain structural stability, and facilitate the separation of photo‐excited carriers. This work presents a new strategy to design dual‐functional photoelectrodes for efficient use of solar energy.