Electrochromism has been applied to the field of smart windows, but it still needs external power supply. The integrated electro-optical dual-control color-changing device combining solar cells and electrochromic devices can realize intelligent color-changing regulation without external power supply. Color-changing cathode and photoanode with excellent performance are very important for electro-optical dual-control color-changing devices. WO3/Cu composite films were prepared by hydrothermal method and electrodeposition method and their electrochromic properties were studied. TiO2/NiO/CdS photoanode films were prepared by hydrothermal method, electrodeposition method and continuous ion layer deposition method and their photoelectric conversion properties were also studied. Finally, using WO3/Cu thin films and TiO2/NiO/CdS thin films as color-changing cathode and photoanode respectively, an electro-optical dual-controlled color-changing device of WO3/Cu-CdS/NiO/TiO2 is constructed, which has a large optical modulation range (43.5% at 630 nm) and a remarkably improved optical-controlled response time (coloring/bleaching is 71 s/127.1 s). Therefore, it has a wide application prospect as a color-changing smart window in the fields of architecture, airplanes and automobiles.