A novel TiO2-CdSe-ZnSe electron-transfer cascade heterostructure with nanoscale precision is synthesized for hydrogen evolution, exhibiting an obvious hierarchical absorption and improved separation efficiency for photocarriers. The key to this constructed structure lies in the in-situ deposition of CdSe quantum-dots onto the surface of TiO2 followed by the epitaxial growth of a ZnSe shell. In this conditions, the CdSe core can serve as a buffer layer for the electrons on the conduction band of the ZnSe shell, enabling them to rapidly migrate to the TiO2 and later to the opposite electrode to produce H2; meanwhile, due to high injection efficiency in the cascade type II structure, holes from TiO2 are transferred to the electrolyte interface, where the oxidation reaction of hole trapping scavenger occurs. Surprisingly, this heterostructure shows a significantly enhanced photocurrent density (1.45 mA cm−2), favorable H2 production rates (252 μmol h−1 cm−2) and moderate durability under light irradiation. © 2019 Elsevier Inc.