A photocatalytic system driven by solar light is one of the promising strategies for converting CO2 into valuable energy. The reduction of CO2 to CH4 is widely studied since CH4 has a high energy density as the main component of nonrenewable natural gas. Therefore, it is necessary to develop semiconductor materials with high photocatalytic activity and CH4 selectivity. Graphitic carbon nitride (g-C3N4/CN) has attracted widespread attention for photocatalytic CO2 reduction due to its excellent redox ability and visible light response. A hybrid system constructed by loading cocatalysts on g-C3N4 can significantly improve the yield of target products, and serve as a general platform to explore the mechanism of the CO2 reduction reaction. Herein, we briefly introduce the theory of selective CO2 photoreduction and the basic properties of cocatalysts. Then, several typical configurations and modification strategies of cocatalyst/CN systems for promoting CH4 selective production are presented in detail. In particular, we systematically summarize the application of cocatalyst/CN composite photocatalysts in the selective reduction of CO2 to methane, according to the classification of cocatalysts (monometal, bimetal, metal-based compound, and nanocarbon materials). Finally, the challenges and perspectives for developing cocatalyst/g-C3N4 systems with high CH4 selectivity are presented to guide the rational design of catalysts with high performance in the future.