Efficient hydrogen production from photoelectrochemical (PEC) water splitting is a promising route to solve the approaching energy crisis. Herein, we report a facile all-electrochemical approach to fabricate well-aligned ZnO-CdSe core-shell nanorod arrays with excellent uniformity on transparent indium tin oxide (ITO) substrates. The shell thickness of the core-shell nanorods can be tuned precisely by adjusting the charge density passing through the working electrode during the deposition of CdSe quantum dots (QDs). The optimized ZnO-CdSe nanorod arrays showed excellent PEC performance with a significant saturated photocurrent density of 14.9 mA cm(-2) at 0.8 V (vs. RHE) under AM 1.5 illumination, which is, to the best of our knowledge, the highest value ever reported for similar nanostructures, owing to the favourable band alignment and good distribution of CdSe QDs on ZnO nanorods. Our results demonstrate that the electrochemically deposited ZnO-CdSe nanorod arrays can be utilized as efficient photoanodes in PEC water splitting cells.