To improve the photocatalytic activity of MIL-100 (Fe) under full spectrum and near-infrared light (NIR) irradiation, β-NaYF4: Yb, Tm@MIL-100 (Fe) core shell and β-NaYF4: Yb, Tm/MIL-100 (Fe) mixture, as a promising full-spectrum response catalyst, were synthesized by epitaxial growth and mechanical grinding, respectively. X-ray diffraction (XRD), transmission electron microscopy (TEM), and Fourier transform infrared spectroscopy (FTIR) analysis showed that MIL-100 (Fe) nanocrystals were attached around the NaYF4: Yb, Tm particles to form a NaYF4: Yb, Tm@ MIL-100 (Fe) core–shell structure. The photocatalytic activity of the prepared samples was evaluated by degrading methylene blue (MB) under full-spectrum and NIR irradiation. With assistance of the strong up-conversion ultraviolet and visible light emission of NaYF4: Yb, Tm excited by 980 nm, the photocatalytic activity of β-NaYF4: Yb, Tm@ MIL-100(Fe) and β-NaYF4: Yb, Tm/MIL-100(Fe) under full spectrum and NIR irradiation was significantly higher than the pure MIL-100(Fe). The degradation rate of β-NaYF4: Yb, Tm/MIL-100 (Fe) and β-NaYF4: Yb, Tm@ MIL-100(Fe) reached 96.7% and 89.2%, 88.2% and 72.5% after 75 min of full-spectrum and NIR irradiation. The weaker photocatalytic activity of β-NaYF4: Yb, Tm@ MIL-100(Fe) than β-NaYF4: Yb, Tm/MIL-100(Fe) was because the shell of β-NaYF4: Yb, Tm@ MIL-100 (Fe) slightly absorbed the near-infrared excitation light, weakening the near-infrared light exciting the core. Through the photoluminescence, absorption and scavenger experiments, the working mechanism of the composite photocatalyst was also discussed.