$AgI/AgCl/H_2WO_4$ double heterojunctions photocatalyst was prepared via deposition-precipitation followed by ion exchange method. The structure, crystallinity, morphology, chemical content and other physical-chemical properties of the samples are characterized by X-ray diffraction (XRD), scanning electron microscopy (SEM), energy dispersive x-ray spectra (EDX), UV-vis diffuse reflectance spectroscopy (DRS), and photoluminescence (PL). The photocatalytic activity of the $AgI/AgCl/H_2WO_4$ was evaluated by degrading methyl orange (MO) under visible light irradiation (${lambda}$ > 400 nm). The double heterojunctions photocatalyst displayed more efficient photocatalytic activity than pure AgI, AgCl, $H_2WO_4$ and AgCl/$H_2WO_4$. Based on the reactive species and energy band structure, the enhanced photocatalytic activity mechanism of $AgI/AgCl/H_2WO_4$ was discussed in detail. The improved photocatalytic performance of $AgI/AgCl/H_2WO_4$ double heterojunctions could be ascribed to the enhanced interfacial charge transfer and the inhibited recombination of electron-hole pairs, which was in close relation with the $AgI/AgCl/H_2WO_4$ heterojunctions formed between AgI, AgCl and $H_2WO_4$.