Novel visible-light-driven Ag3PO4/AgBr/AgI photocatalysts were prepared via a simple self-assembly strategy combined with in-situ anion-exchanging process. The photocatalytic activity of Ag3PO4 was significantly improved by constructing double-Z system. Specifically, the obtained materials were characterized by X-ray diffraction (XRD), scanning electron microscopy (SEM), X-ray photoelectron spectroscopy (XPS) and UV-vis diffuse reflectance spectroscopy (DRS). Under visible light irradiation (λ > 420 nm), the Ag3PO4/AgBr/AgI photocatalysts showed much higher photocatalytic activity than bulk Ag3PO4 for the degradation of formaldehyde (HCHO), and 100% HCHO degradation could be obtained within 28 min. The degradation efficiency could be maintained in five cycles. Further electron paramagnetic resonance (ESR) tests demonstrated that both •OH and •O2- generated in the system. This study provides new insights into the fabrication of highly efficient visible-light-driven photocatalysts and facilitates their practical application in emerging environment issues.