Lead-free double perovskites with superior stability have been considered as promising non-toxic substitutes to their lead-contained counterparts in photocatalysis. However, the severe charge recombination greatly restricts their potential as high-performance photocatalysts. Herein, for the first time, we present a self-assembled heterostructure of lead-free double perovskite CsAgBiBr nanocrystals (NCs) on the surface of MXene nanosheets via mutual electrostatic attraction. The presence of MXene nanosheets effectively promotes the formation of free charge carriers in CsAgBiBr NCs via reducing the exciton binding energy. Additionally, the ultrafast photogenerated electron transfer from CsAgBiBr to MXene with a timescale of 1.1 ps largely prolongs the charge carrier lifetime by two times. As a result of the efficient charge separation and electron extraction, the CsAgBiBr/MXene heterostructures achieve a high photoelectron consumption yield of 50.6 µmol g h for photocatalytic CO reduction, which surpasses most previously reported lead-free perovskite-based catalysts.