The emergence of radical chemistry as well as green chemistry in organic synthesis has initiated an interest in photochemistry over the past decade. With catalytic amounts of photoredox catalysts under light irradiation, high active radical species are produced, which could trigger the subsequent organic transformations smoothly. Among the various photoredox reactions, photo‐catalytic C–S bond formation continues to thrive, as the C–S bond is indispensable in many important biological and pharmaceutical compounds. Great attention has been devoted to this area as illustrated by the series of papers on sulfone and sulfoxide skeleton synthesis under irradiation published in the past years. This review summarizing the recent advances in photo‐catalyzed sulfones and sulfoxide formation is arranged by reaction type together with the sulfur source covering sulfonylation and sulfinylation reactions. It is intended to provide readers with a comprehensive understanding of photo‐catalytic C‐S bond formation and offer help for future research.