The heterojunction photoanode of CdS, CdSe quantum dots Co-sensitized ZnO nanorod arrays were designed and fabricated through simple methods. In this process, CdS and CdSe quantum dots were prepared by successive ion layer adsorption reaction (SILAR) method, and one-dimensional ZnO nanorod array films were prepared via ZnO seed layers by hydrothermal method. The structure, morphology and photoelectrochemical properties of the samples were studied by X-ray diffraction (XRD), field emission scanning electron microscope (SEM), electrochemical workstation. The results show that the photoelectric properties of CdS, CdSe quantum dot sensitized electrodes have been greatly improved compared with ZnO nanorod film electrode. Among them, the photoelectric conversion efficiency value of CdSe(4c)/CdS(4c)/ZnO is 17 times as large as ZnO nanorod film electrode, up to 1.894%.