The design of heterogeneous photocatalysts for organic synthesis has attracted great attention for achieving enhanced catalytic performance under light illumination. However, the effects of photocatalytic processes on organic reactions are quite complicated. In this work, we construct a series of Pd‐oxide heterostructures and then evaluate their catalytic performances on cross‐coupling reactions. The investigation results reveal that the conduction type of the oxide supports critically influences the catalytic efficiency via charge density control of metallic sites. In general, an n‐type semiconductor enhances the catalytic performance while a p‐type reduces the catalytic activity in the presence of suitable illumination conditions. Further investigation on the Pd tetrahedron‐TiO2 nanosheet hybrid structure reveals that Heck reactions take place via a radical intermediate mechanism in the presence of light, leading to a significant increase in the catalytic performance.