Natural photosynthesis is a highly unified biocatalytic system, which coupled cofactor (NAD(P)H) regeneration and enzymatic CO2 reduction efficiently for solar energy conversion. Mimicking nature, a novel system with Rh complex covalently grafted onto NH2‐functionalized polymeric carbon nitride (NH2‐PCN) was constructed. The integrated connection of the light‐harvesting and electron mediation modules as Rhm3‐N‐PCN could promote the efficient NAD+ reduction to NADH. As a result, the integrated system exhibited a conversion of ∼66 % within 20 minutes. By further coupling in situ generated NADH with formate dehydrogenase (FDH), a photoenzymatic production of formic acid (HCOOH) from CO2 was accomplished. Moreover, by immobilizing FDH onto a hydrophobic membrane, an enhanced HCOOH production of ∼5.0 mM can be obtained due to the concentrated CO2 on the gas‐liquid‐solid three‐phase interface. Our work herein provides an integrated strategy for coupling the anchored electron mediator with immobilized enzyme for enhanced artificial photosynthesis.