Hollow chalcopyrite CuInSe₂ nanospheres are prepared by colloidal synthesis, for the first time, and assembled inside TiO₂ nanotube arrays (NTAs) as a high performance photocatalyst for hydrogen evolution. In order to improve the charge separation, we engineer the CuInSe₂-based photoelectrode with a novel strategy: thin layer ZnS (pre-treatment), hollow CuInSe₂ nanocrystals, Mn-doped CdS, and thin layer ZnS (post-treatment) are assembled onto TiO₂ NTAs in sequence. The Mn–CdS shell, closely packed around the earlier-modified CuInSe₂ nanocrystals, provides high surface coverage to passivate surface states and enhance light absorption intensity. Double ZnS layers as a quasi-quantum well yield much longer electron diffusion length favoring a high photoresponse. Cyclic voltammetry (CV) is used to confirm the stepwise conduction band edge and electrochemically active surface areas. A type II-like core/shell heterojunction model is proposed to elucidate the charge transfer mechanism. Electrochemical impedance spectroscopy (EIS) and open-circuit dark–light–dark photovoltage response support a two-channel charge transport mechanism in this type of photoelectrode. Photoluminescence (PL) spectroscopy indicates a dramatically reduced electron transfer from TiO₂ NTAs to the sensitizer. The saturated short circle photocurrent achieved by the quantum well structure photoelectrode under illumination of AM 1.5 (100 mW cm⁻²) is 22.4 mA cm⁻². The corresponding measured hydrogen evolution rate is 7.93 ml cm⁻² h⁻¹.