A photo-electrochemical electrode of CdS-modified graphene walls (GWs) is fabricated via a successive ionic layer adsorption and reaction (SILAR) process. The as-prepared CdS-GWs composite structures could notably enhance photon absorption (in the visible region) and effectively facilitate the spatial separation of photo-generated carriers, bringing the enhanced photocurrent response. The effective area between CdS nanoparticles (NPs) and GWs is a crucial factor for the photocurrent density. Remarkably, the proposed CdS-GWs photo-anode displays satisfactory performance with the excellent photo-current density of 470 μA/cm2 and wonderful stability as long as dozens of days. Our studies confirm that CdS-GWs nano-composites could work as high-performance photo-electrochemical electrodes for a lot of potential applications.