The synthesis of rGO-TiO2-WO3 composites by simple solvothermal method followed by calcination process is reported. The prepared composite samples were characterized by various techniques such as X-ray diffraction, Raman spectroscopy, X-ray photoelectron spectroscopy, field emission scanning electron microscopy, transmission electron microscopy, scanning transmission electron microscopy and UV vis diffuse reflectance spectroscopy. The photoelectrochemical (PEC), photocatalytic and photochromic properties of the prepared composites were investigated. The higher photon-to-hydrogen conversion efficiency of 6.5% was achieved by the rGO-TiO2-WO3 composite. The prepared composites show efficient removal of MB in aqueous solution by adsorption and visible light photocatalytic processes. Under solar light irradiation, the photochromic property of the transparent rGO-TiO2-WO3 composite coatings was high. The enhanced efficiency of the rGO-TiO2-WO3 composites is attributed to the presence of reduced graphene oxide (rGO). The mechanism of the PEC, photocatalytic and photochromic properties is also illustrated. This study shows that rGO-TiO2-WO3 composites can be used for indoor and outdoor photovoltaic as well as smart window applications.