In this study, we employed the mixture of titanium and vanadium sols with various ratios in WO3 and poly(vinylpyrrolidone) solution to generate the precursors of W-doped titania-vanadia composites. The heteroepitaxial W-doped titania-vanadia crystals (HWTVCs) with various structures were obtained after a calcination process at 700 °C for 3 h. The structure transformation of HWTVCs was highly relative to the ratio of titanium to vanadium sols. A hexagonal pillar structure was found at a ratio of 0.25 for titanium to vanadium sols. The scales of the hexagonal pillars could be apparently divided into two groups. The scale of one group ranged from 80 to 130 nm while the scale of the other ranged from 300 to 950 nm. The heteroepitaxial crystals with hexagonal pillar structure enhanced the visible transmittance, near-infrared switching efficiency and the ability to photocatalytically degrade the organic component under visible light irradiation. Such bifunctional (photocatalytic and thermochromic) nanomaterials might have applications in energy-saving smart windows.