Double perovskites are considered very suitable candidates for opto-electronic and photovoltaic applications due to their stable crystal structures and tunable band gap required for solar energy harvesting. Therefore, in this work double perovskites Cs2GaBiX6 (X = Cl, Br and I) are investigated using DFT approach. Initially stable structural parameters are found through geometry optimization process using generalized gradient approximation (GGA) with Perdew-Burke-Ernzerhof (PBE) exchange correlational functional. Using stable structures, electronic behavior is analyzed through density of states (DOS) and energy band gaps calculated by both GGAPBE and Heyd-Scuseria-Ernzerhof (HSE06) hybrid functional. The calculated band gaps are found to be increased when calculated by hybrid functional HSE06 as compared to the band gaps calculated by GGA-PBE method. Afterwards, optical parameters like absorption coefficient, loss function, optical conductivity, reflectivity, dielectric function and refractive index of these compounds are determined and analyzed. Mechanical stability of these considered compounds have been evaluated from elastic constants, bulk modulus, Young's modulus, shear modulus, Poisson's ratio, Pugh's ratio and anisotropy indexes parameters. Thermodynamic parameters like Debye temperature, longitudinal and transverse velocity, thermal conductivity, melting temperature, Gr & uuml;neisen parameters, thermal expansion is also determined and explained to evaluate the thermal behavior of the materials. Furthermore, the photocatalytic behavior is also characterized to determine their feasibility for water splitting and other photocatalysis processes. The obtained results of electronic, optical, mechanical, thermodynamic and photocatalytic behavior revealed that these materials are very suitable candidates for opto-electronic, energy harvesting and photocatalysis applications.