CdSe nanocrystal sensitized TiO2 nanosheet array heterostructure films were fabricated by a two-step method. Firstly, a single crystalline anatase TiO2 tetragonal nanosheet-array film on a transparent conductive fluorine-doped tin oxide (FTO) substrate was successfully prepared by hydrothermal method. Then, CdSe nanocrystalline sensitizers were deposited on the TiO2 nanosheet array by CBD method. The products were characterized with XRD, SEM, TEM and UV-vis absorption spectroscopy. The effect of the CdSe nanocrystal deposition time and the length of the TiO2 sheet on the photovoltaic performance of the resulting CdSe/TiO2 nanosheet array electrodes were also investigated. In comparison with the non-sensitized TiO2 nanosheet array, the photocurrent of CdSe sensitized TiO2 nanosheet has a great enhancement, which gives some insight to the fundamental mechanism of the performance improvement.