A novel ZnO/CdS/TiO2 nanorod array composite structure was fabricated by depositing CdS-sensitized layer onto ZnO nanorod arrays via chemical bathing deposition and subsequently coated by TiO2 protection layer via a vacuum dip-coating process. The films were characterized by x-ray diffraction, field emission scanning electron microscopy, energy dispersive spectrum, and UV-Vis diffuse reflectance spectroscopy. For the films severed as the photoanodes, linear sweep voltammetry and transient photocurrent (i(ph)) were investigated in a three-electrode system. The photoelectrocatalytic activity was evaluated by the degradation of methylene blue (MB) under visible light irradiation. The results show that the oriented ZnO nanorods are adhered by relatively uniform CdS-sensitized layer and coated with TiO2 layer. Both the coated and uncoated CdS-sensitized ZnO nanorod arrays exhibit the visible light response and the photoelectrocatalytic activity on the degradation of MB under visible light irradiation. The ZnO/CdS/TiO2 nanorod array film possesses stable and superior photoelectrocatalytic performance owing to the TiO2 thin layer protecting the CdS from photocorrosion.