Dumbbell-like Bi2WO6@CaWO4 composite photocatalyst was successfully synthesized via hydrothermal method in one step, in which the Bi2WO6 nanoplates assembled on the surface of the CaWO4 microspheres. The growth mechanism of such a special micro-nano structure was investigated. This structure holds the advantages of both a microstructure and a nanostructure, which can not only ensure the sufficient contact between the Bi2WO6 photocatalyst and the organic molecules, but also favor the sediment of the catalyst particles. Photocatalytic degradation of rhodamine B (RhB), demonstrated that the Bi2WO6@CaWO4 composite reserved the high photo-activity of Bi2WO6. Besides RhB, the Bi2WO6@CaWO4 composite could also degrade other model pollutants such as methyl orange (MO) and phenol effectively. Moreover, the composite photocatalyst could settle naturally in 15 min, which is beneficial for its separation and recycling.