Large language models (LLMs) have achieved impressive progress on several open-world tasks. Recently, using LLMs to build embodied agents has been a hotspot. In this paper, we propose STEVE, a comprehensive and visionary embodied agent in the Minecraft virtual environment. STEVE consists of three key components: vision perception, language instruction, and code action. Vision perception involves the interpretation of visual information in the environment, which is then integrated into the LLMs component with agent state and task instruction. Language instruction is responsible for iterative reasoning and decomposing complex tasks into manageable guidelines. Code action generates executable skill actions based on retrieval in skill database, enabling the agent to interact effectively within the Minecraft environment. We also collect STEVE-21K dataset, which includes 600$+$ vision-environment pairs, 20K knowledge question-answering pairs, and 200$+$ skill-code pairs. We conduct continuous block search, knowledge question and answering, and tech tree mastery to evaluate the performance. Extensive experiments show that STEVE achieves at most $1.5 \times$ faster unlocking key tech trees and $2.5 \times$ quicker in block search tasks compared to previous state-of-the-art methods.