Multi-component nanomaterials with intricate multishell architectures hold great potential for the development of advanced photocatalytic materials. However, most of the multishell hollow materials reported so far are single-component, and it is rare to come across multi-component ones with hybrid compositions. Herein, we demonstrate a facile in situ supramolecular self-assembly strategy to synthesize hollow, porous and double-shell octahedron of CdS@C3N4 composition. By virtue of compositional and structural advantages, the CdS@C3N4 composites exhibit outstanding activity and stability in photocatalytic H-2 generation and selective oxidation of saturated C-H bonds.