We developed a highly efficient photocatalyst for both H₂ and O₂ generation under visible-light irradiation by attaching Bi₂WO₆ (BWO) nanocrystals on graphene nanosheets to produce a graphene–Bi₂WO₆ composite (Gr–BWO-T). The composite was prepared by a sonochemical method where graphene oxide (GO) served as the support on which BWO formed in situ. Bi₂WO₆ nanoparticles with the size of 30–40 nm were homogeneously dispersed on the surface of graphene sheets, due to their bonding with graphene. When used as a photocatalyst under visible-light irradiation, O₂ production rate reached a value up to 20.60 μmol h⁻¹, 4.18 times higher than that of bare BWO, resulting from the strong covalent bonding between graphene and BWO nanoparticles. The chemical bonding facilitated the electron collection and transportation and inhibited the recombination of photo-generated charge carriers, even in this system with a large amount of graphene inside (40 wt%). More interestingly, H₂-production by Gr–BWO-T was also observed to be as high as 159.20 μmol h⁻¹. This could be ascribed to the existence of the graphene that led to decrease in conduction band potential and resulted in a more negative reduction potential than H⁺/H₂. This facile sonochemical approach provides a new strategy for engineering ternary compound nanoparticles on graphene sheets, with great potential application in energy conversion.