The development of high‐performance photocatalytic systems for CO2 reduction is appealing to address energy and environmental issues, while it is challenging to avoid using toxic metals and organic sacrificial reagents. We here immobilize a family of cobalt phthalocyanine catalysts on Pb‐free halide perovskite Cs2AgBiBr6 nanosheets with delicate control on the anchors of the cobalt catalysts. Among them, the molecular hybrid photocatalyst assembled by carboxyl anchors achieves the optimal performance with an electron consumption rate of 300±13 μmol g−1 h−1 for visible‐light‐driven CO2‐to‐CO conversion coupled with water oxidation to O2, over 8 times of the unmodified Cs2AgBiBr6 (36±8 μmol g−1 h−1), also far surpassing the documented systems (<150 μmol g−1 h−1). Besides the improved intrinsic activity, electrochemical, computational, ex‐/in situ X‐ray photoelectron and X‐ray absorption spectroscopic results indicate that the electrons photogenerated at the Bi atoms of Cs2AgBiBr6 can be directionally transferred to the cobalt catalyst via the carboxyl anchors which strongly bind to the Bi atoms, substantially facilitating the interfacial electron transfer kinetics and thereby the photocatalysis. A metal halide photocatalyst immobilized with a molecular catalyst achieves an optimal performance for visible‐light‐driven CO2‐to‐CO conversion coupled with water oxidation to O2, which mainly benefits from the rapid directional electron transfer from the metal halide to the catalyst via its carboxyl anchors.