Conversion of CO₂ into fuels by photocatalysis is promising in solving the energy crisis and the greenhouse effect. Among various photocatalytic materials, Zn_1-2x(CuGa)_xGa₂S₄ materials possess visible light response and high conduction band potential, which are ideal CO₂ reduction materials from thermodynamics aspect. However, their photocatalytic CO₂ reduction activity is still low which is urgent to improve its activity in terms of kinetics. In this study, Zn_0.4(CuGa)_0.3Ga₂S₄ was synthesized and composited with CdS nanoparticles with different proportions to form Zn_0.4(CuGa)_0.3Ga₂S₄/CdS heterojunction photocatalysts. A series of characterizations suggest that CdS is uniformly grown on surface of Zn_0.4(CuGa)_0.3Ga₂S₄ microcrystals to form a Z-scheme type all-solid heterojunction composite materials. Such a structure effectively suppresses the recombination of electron-hole pairs and improve the photocatalytic performance. In the solution CO₂ reduction system, the as-prepared Zn_0.4(CuGa)_0.3Ga₂S₄/CdS can effectively reduce CO₂ into CO under visible light irradiation. The optimal molar ratio of Zn_0.4(CuGa)_0.3Ga₂S₄ and CdS in composite materials is 2 : 1, whose photocatalytic performance is 1.7 times of that of Zn_0.4(CuGa)_0.3Ga₂S₄/ CdS and 1.6 times of that of CdS. This work constructs all solid Z-scheme type Zn_0.4(CuGa)_0.3Ga₂S₄/CdS heterojunction materials with enhanced photocatalytic activity for CO₂ reduction, which is promising for designing novel photocatalysts in field of artificial photosynthesis.