CO₂ oxidative dehydrogenation of propane (CO₂-ODHP) is a strategy of “two birds with one stone” to synthesize propylene and utilize CO₂. However, the reaction is always conducted at high temperatures (>550 °C). In the present work, we have for the first time conducted the reaction at 270 °C under photothermal conditions over several BiOX (X = Cl, Br, I) nanocatalysts. Among them, the BiOI nanosheet catalyst exhibited the highest C₃H₆ formation activity of 282.6 μmol g_cat⁻¹ h⁻¹ with 89% selectivity. The lattice oxygen species on the catalyst could catalyze propane dehydrogenation to propylene, and simultaneously, oxygen vacancies were formed. The oxygen vacancies are responsible for CO₂ reduction to CO. In addition, the catalyst is facet-dependent, and the (001) facets are more active than the (110) facets. The present work successfully verifies the feasibility of photothermal catalytic CO₂-ODHP over BiOI nanosheets and also provides a new insight to construct other facet-dependent dual-functional redox catalysts.