A novel 3D cross-linked heterostructure of TiO₂ nanorods connecting with each other via ultrathin Bi₂S₃ nanosheets is constructed by a facile and effective strategy. The growth mechanism has been investigated and proposed based on the evolution of microstructure by changing the reaction parameters. Benefiting from the unique cross-linked heterostructure, the as-prepared Bi₂S₃ nanosheets modified TiO₂ nanorods arrays could achieve a high energy conversion efficiency of 3.29% which is the highest value to date for Bi₂S₃-only sensitized solar cells as the reported highest value is 2.23% and other reported values are less than 1%. Furthermore, the photoelectrochemical studies clearly reveal that the novel cross-linked heterostructure exhibits much better activity than 0D nanoparticles decorated TiO₂ nanorods under visible light irradiation, which may be primarily ascribed to the efficient electron transfer from 2D ultrathin Bi₂S₃ nanosheets to 1D TiO₂ nanorod arrays. The promising results in this work confirm the advantages of cross-linked heterostructure and also undoubtedly offer an attractive synthesis strategy to fabricate other nanorod-based hierarchical architecture as well as nano-devices for solar energy conversion.