A novel photocatalyst/biocatalyst integrated artificial photosynthesis system (APS) based on polyurethane hollow nano fibers doped with graphene oxide (GO) and poly(allylamine hydrochloride) (PAH) was developed and employed for selective methanol conversion from CO2. The biocatalysts, including formate, formaldehyde, and alcohol dehydrogenases, as well as NAD(+), were in situ coencapsulated inside the lumen of the GO-PAH-doped PU nanofibers (G-Fiber) by simply predissolving them in the core-phase solution for coaxial electrospinning, while the precise assembling of the photocatalyst parts involving visible light active photosensitizer (PS) and electron mediator (M) on the surface of the G-Fiber was realized by their pi-pi interactions with the GO doped in the shell of fibers. By using this highly integrated APS, about 10-times higher methanol yield was accomplished as compared with the solution-based system. The significantly enhanced reaction efficiency of the G-Fiber-based APS is considered predominately due to the electron transfer "one-way expressway" composed of the doped polyelectrolyte and GO in the G-Fiber; therefore, the electron-transfer distance along the PS-M-NAD(+) electron transport chain could be shortened and the speed could be accelerated. As a consequence, the electron back-flow between PS and M, as well as the recombination of the excited electron and the hole of PS were eliminated. The current work will represent a new benchmark for solar-energy driven conversion of CO2 to a wide range of fuels and chemicals in an environmentally benign manner.