Pure BiFeO3, Bi2Fe4O9, and BiFeO3/Bi2Fe4O9 heterostructure nanofibers were successfully synthesized by a facile wet chemical process followed by an electrospinning technique. Compared with the pure BiFeO3 and Bi2Fe4O9 nanofibers, the introduction of Bi2Fe4O9 in the BiFeO3 makes its absorption edge red shift to absorb much more visible light, and improves its separation efficiency of photogenerated carrier. Besides, the as-obtained BiFeO3/Bi2Fe4O9 nanofibers exhibit higher photocatalytic activity in both the degradation of Rhodamine B and H2 evolution from water under visible-light irradiation. The BiFeO3/Bi2Fe4O9 nanofibers exhibited about 2.7 times and 2.0 times higher H2 evolution than that of pure BiFeO3 and pure Bi2Fe4O9 samples, respectively. The possible photoreactive mechanism of the BiFeO3/Bi2Fe4O9 nanofibers was carefully investigated according to the results of photocatalytic and photoelectric performance, and a Z-scheme mechanism was proposed. Such BiFeO3/Bi2Fe4O9 heterostructure and its composing strategy may bring new insight into the designing of highly efficient visible-light-responsible photocatalysts.