Effective photogenerated charge separation in the photocatalytic process is a crucial issue. Herein, hollow Prussian blue analog@defect-rich layered double hydroxide S-scheme heterojunctions are successfully obtained by two-sept etching strategies. Firstly, the hollow Prussian blue analog (H-PBA) is formed by ammonia etching. Subsequently, ZIF-67 is uniformly grown on the H-PBA surface and formed into defect-rich layered double hydroxide (D-LDH) nanocages by ion exchange. This hollow core–shell structure of H-PBA@D-LDH enables the photocatalyst to have more active sites. Meanwhile, in-situ XPS and the work function revealed the direction of electron transfer, providing evidence for the formation of S-scheme heterojunctions. In addition, transient photoluminescence and photoelectrochemical tests confirmed that the H-PBA@D-LDH S-scheme heterojunctions had longer charge lifetimes and enhanced photoelectrochemical properties. The presence of photothermal effect increases the temperature of the H-PBA@D-LDH composite system, which promotes the photocatalytic process. As a result, the H-PBA@D-LDH S-scheme heterojunction exhibited excellent photocatalytic degradation efficiency and hydrogen production rate (260.320 μmol h⁻¹), which were several times higher than those of H-PBA and D-LDH. This work provides a new idea for the design of S-scheme photocatalysts.