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As photoelectrochemical catalyst material, Z-scheme heterojunction 3D WO₃@Co₂SnO₄ composites were designed through a hydrothermal-calcination method. The morphology and structure were characterized by SEM, EDS, XRD, XPS, DRS, and Mott–Schottky analysis, and the photoelectrochemical properties were explored with the transient photocurrent and electrochemical impedance. The construction of Z-scheme heterojunction markedly heightened the separation efficiency of photogenerated electron-hole pairs of WO₃ and enhanced the light absorption intensity, retaining the strong redox ability of the photocatalyst. The 3D WO₃@Co₂SnO₄ was used as a photocathode for production of H₂O₂. Under the optimal reaction conditions, the yield of H₂O₂ can reach 1335 μmol·L⁻¹·h⁻¹. The results of free radial capture and rotating disc test revealed the existence of direct one-step two-electron and indirect two-step one-electron oxygen reduction to produce H₂O₂. Based on the excellent H₂O₂ production performance of the Z-scheme heterojunction photoelectrocatalytic material, 3D WO₃@Co₂SnO₄ and stainless-steel mesh were used to construct a dual-cathode photoelectric-Fenton system for in-situ degradation of a variety of pollutants in water, such as dye (Methyl orange, Rhodamine B), Tetracycline, sulfamethazine, and ciprofloxacin. The fluorescence spectrophotometry was used to detect hydroxyl radicals with terephthalic acid as a probe. Also, the photocatalytic degradation mechanism was revealed, indicating the dual-cathode photoelectron-Fenton system displayed satisfactory potential on degradation of different types of environmental pollutants. This work provided insights for designing high-activity photoelectrocatalytic materials to produce H₂O₂ and provided possibility for construction of a photoelectric-Fenton system without extra additions.