Well-defined porous heteronanostructures with broad light absorption range and efficient charge transfer are the key challenges towards developing efficient photoanodes for photoelectrochemical (PEC) water splitting. Herein, we reported a facile template and continuous ion exchange method to fabricate three-dimensional ordered mesoporous (3DOM) ZnO/ZnxCd1-xSe inverse opal with binder-free heterojunction interfaces on F-doped SnO2 glass. The heteroepitaxial growth of Zn Cdi, Se shell layer on ZnO inverse opal skeleton surface provided favorable type-II band alignment, low interfacial resistance, and high visible light absorption. As expected, the optimized 3DOM ZnO/Zn.Cdi.xSe inverse opal achieved a significant saturated photocurrent density of 24.76 mA cm(-2) at 1.23 V versus a reversible hydrogen electrode (RHE) in 0.25 M Na2S and 0.35 M Na2SO3 aqueous solution under AM 1.5 G simulated solar light irradiation (100 mW cm(-2)), which is 25 times higher than that of the pristine ZnO (0.99 mA cm(-2) at 1.23 V versus RHE) photoanode. The maximum photoconversion efficiency reached 10.64% for the optimized 3DOM ZnO/Zn Cd1-xSe inverse opal at an applied potential of 0.52 V versus RHE, an about 22.63 times increase relative to that of the pristine ZnO inverse opal (0.47% at 0.61 V versus RHE). In addition, the photostability of the optimized 3DOM ZnO/ZnxCd1-xSe inverse opal photoanode was also greatly improved in the electrolyte solution, 82.6% initial value was maintained even after 3000 s continuous light illumination without any protective coating layer. Such prominent PEC performances of the as-prepared 3DOM ZnO/ZnxCd1-xSe inverse opal can be ascribed to the improved visible light harvesting and enhanced charge separation/collection efficiency. This work provides a fundamental insight to design the efficient photoanode for high performance water splitting.