Oxygen vacant CeO2@Bi2WO6 hollow magnetic microcapsules are controllable designed by a simple template-assisted synthesis followed by H-2 reduction. The heterostructures enhance the interaction between CeO2 and Bi2WO6 and contain rich oxygen vacancies, leading to generate more heterojunctions. The hollow capsule of the photocatalyst improve the light efficiency significantly due to the effective multiple reflections in the cave. Therefore, the novel materials show a remarkable reduction performance for Cr(VI) and detoxification of cyanide under visible light irradiation. The concentration of Cr(VI) decreases sharply with the irradiation time, and 99.6% of Cr(VI) is degraded within 60 min. meanwhile, the chromium ions can be adsorbed completely. Moreover, the removal rate for cyanide is as high as 98.3%. Combined with the analysis of in situ ATR-FTIR spectroscopy technology, the photocatalytic reduction mechanism of Cr(VI) is confirmed as a proton coupled electron transfer process. The improved photocatalytic activity of CeO2-Bi2WO6 heterojunctions and oxygen vacancies can be attributed to the enhanced photoabsorption properties and effective separation of photoinduced charge carriers. Particularly, CeO2@Bi2WO6 photocatalysts having an excellent magnetism are easy to be fast collected after photocatalytic reaction, displaying its great potential used in the energy and environmental science.