We report the direct femtosecond measurements of the electron transfer process from CdS to TiO2 particles in a coupled colloidal system. The electrons initially created in the conduction band and quickly trapped at the liquid-solid interface in aqueous CdS colloids are found to be transferred to the colloidal TiO2 particles with a time constant of 2 ps, resulting in significantly slower electron-hole recombination. These coupled semiconductor colloids provide a potentially useful system for achieving efficient charge separation, which is important for many chemical reactions involving heterogeneous electron transfer.