This article proposes a novel solar gradient-utilization photocatalytic-Trombe wall system that can realize the dual functions of space heating and removal of indoor formaldehyde. A photocatalytic layer is coated on the internal surface of the glazing cover in conventional Trombe wall system. Under solar radiation, ultraviolet light is absorbed by the photocatalytic layer to activate the photocatalytic oxidation of formaldehyde, and the rest of visible and infrared parts are collected by the absorber plate to heat indoor environment. In this article, firstly, an experimental testing set-up of photocatalytic-Trombe wall was constructed and a full-day experiment was conducted to investigate the performances of air heating and formaldehyde degradation. Secondly, a coupled kinetic, thermal and mass model was derived and verified by the experimental data. Finally, adopting the established model, the seasonal energy saving analysis and economic analysis in Hefei were conducted. Results are: (1) Based on the experimental results, the daily air heating efficiency was 0.351, and daily generated clean air and degradation mass of formaldehyde were 164.0 m(3)/(m(2) day) and 100.0 mg/(m(2) day), respectively; (2) Experimental results confirmed the model accuracy within 8%; (3) Compared with the total thermal load reduction of 246.9 MJ/m(2) in heating seasons for conventional Trombe wall, photocatalytic-Trombe wall not only has a higher value of 309.9 MJ/m(2), but also an additional valuable total generated clean air of 4764.9 m(3)/m(2); (4) Photocatalytic-Trombe wall system takes about 12.1 years to recoup the initial investment only considering the saving electrical by indoor space heating.