Designing photocatalysts with efficient charge transport and abundant active sites for photocatalytic CO2 reduction in pure water is considered a potential approach. Herein, a nickel‐phthalocyanine containing Ni–N4 active sites‐based conjugated microporous polymer (NiPc‐CMP), offering highly dispersed metal active sites, satisfactory CO2 adsorption capability, and excellent light harvesting properties, is engineered as a photocatalyst. By virtue of the covalently bonded bridge, an atomic‐scale interface between the NiPc‐CMP/Bi2WO6 Z‐scheme heterojunction with strong chemical interactions is obtained. The interface creates directional charge transport highways and retains a high redox potential, thereby enhancing the photoexcited charge carrier separation and photocatalytic efficiency. Consequently, the optimal NiPc‐CMP/Bi2WO6 (NCB‐3) achieves efficient photocatalytic CO2 reduction performance in pure water under visible‐light irradiation without any sacrificial agent or photosensitizer, affording a CO generation rate of 325.9 µmol g−1 with CO selectivity of 93% in 8 h, outperforming those of Bi2WO6 and NiPc‐CMP, individually. Experimental and theoretical calculations reveal the promotion of interfacial photoinduced electron separation and the role of Ni–N4 active sites in photocatalytic reactions. This study presents a high‐performance CMP‐based Z‐scheme heterojunction with an effective interfacial charge‐transfer route and rich metal active sites for photocatalytic CO2 conversion.