In this study, we report the synthesis of cactus-shaped CdS-Cu9S5 heterostructure on copper foam (CdS-Cu9S5-CF) through a cost-effective strategy. The as-prepared CdS-Cu9S5-CF is demonstrated to be a highly efficient catalyst for photoelectrochemical (PEC) water splitting, and its high performance is attributed to its unique cactus-shaped structure, which provides abundant surface catalytic active sites, and numerous charge transfer channels, thereby enhancing the transport and separation of photoinduced charge carriers during the PEC process. The optimized 3% CdS-Cu9S5-CF (the mole ratio of CdS: Cu9S5 = 3: 100) exhibits higher photocurrent density than those of pure Cu9S5 and other CdS-Cu9S5-CF catalysts because the synergetic effects between Cu9S5 and CdS can significantly inhibit the recombination of photoinduced charge carriers during the PEC process. We believe that the new synthetic route developed in this study will enable the facile preparation of metal sulfide-based catalysts for high-efficiency PEC water splitting.