A series of mesoporous WO3 catalysts were facilely synthesized by a hydrothermal method using mesoporous silica KIT-6 as a hard template and silicotungstic acid as a precursor. All the catalysts possess a well-defined mesoporous structure with interconnected networks. Oxygen-deficient mesoporous WO3 (m-WO3−x) was prepared by hydrogenation treatment at different temperatures with improved photothermal coupling performance. Moreover, the as-prepared catalysts exhibit selectivity toward CH4 evolution under visible-light only irradiation. Then, under photothermal conditions, the results show that the concentration of oxygen vacancies of m-WO3 has a great influence on its catalytic performance. The CH4 evolution rate reached 25.77 μmol g−1, which is about 22 times that of mesoporous WO3 (1.17 μmol g−1) under the same conditions, and a moderate concentration of oxygen vacancies is necessary to achieve selectivity for the conversion of CO2 into CH4. A mechanism of the catalytic reduction of CO2 over m-WO3−x is proposed, in which the initial oxygen vacancies function as an excellent electron transfer mediator and decompose CO2 into its elements (C/CO). These findings may further broaden the scope for photothermal chemical conversion and provide new insights into the oxygen nonstoichiometry strategy for the development of CO2 reduction.