A heterojunction of CdSe quantum dots in situ grown on the perovskite CsPb₂Br₅ (CsPb₂Br₅/CdSe) for water-stable photoelectrochemical (PEC) sensing was simply synthesized using the hot-injection method. Due to the inherent built-in electric field and the matching band structure between CsPb₂Br₅ and CdSe, the CsPb₂Br₅/CdSe p–n heterojunction demonstrates enhanced photoelectrochemical properties. Accelerated interfacial charge transfer and increased electron–hole pair separation enable hydrolysis-resistant CsPb₂Br₅/CdSe sensors to exhibit heightened sensitivity with an ultra-low detection limit (0.0124 μM) and a wide linear range (0.4–303.9 μM) in subsequent dopamine detection. Moreover, the CsPb₂Br₅/CdSe sensors show excellent anti-interference ability, as well as remarkable stability and reproducibility in water solvent. It is noteworthy that this work is conducted in an aqueous environment, which provides an inspiring and convenient way for photoelectric and photoelectrocatalysis applications based on water-resistant perovskites.