Multi-band electrochromic (MBEC) smart windows, capable of decoupled management of solar radiation (visible and near-infrared transmittance) and thermal radiation (mid- and long-wave infrared emissivity), are crucial for zero-energy buildings and adaptive optical systems. However, they have not yet been developed due to the inherent material design challenges and kinetics-stability trade-offs. Inspired by lotus root vessels, we develop vertically aligned nano-helix tungsten oxide (NH-WO3) films with amorphous-crystalline heterophase. The multiscale microstructure provides numerous active sites, enhances local electric fields, and alleviates stress during repeated cycling. Consequently, NH-WO3 achieves unprecedented quad-band electrochromic performances with decoupled photothermal modulation across the visible to long-wave infrared spectra, featuring large optical contrast (ΔTVIS-NIR ~ 79%), significant temperature and emissivity variation (ΔT = 9.3 ℃, Δε = 0.47@5 μm), ultrafast switching (3.9/1.9 s@780 nm, 2.8/2.5 s@990 nm), and robust cyclability (10,000 cycles with only 9.1% optical-contrast loss). Furthermore, a prototype smart window based on the NH-WO3 film maintains a comfortable indoor temperature of 26 ℃ even under continuous AM 1.5G solar irradiation for 1 hour. This bio-inspired nano-helix design provides an efficient strategy for the development of advanced next-generation photothermal management smart windows towards practical energy-efficient architectures and adaptive optics.