Hydrogen production from photocatalytic water splitting has been considered as a promising way to convert solar energy into chemical energy. Herein, a novel photocatalyst was synthesized successfully by coupling two materials utilizing an in situ method. An all-solid-state 0D/2D contact direct Z-scheme heterojunction was constructed between Mn0.2Cd0.8S and CeO2, which formed an ideal photocatalytic system. It is proved that an efficient separation and enhanced redox ability of photoinduced charges can be obtained by constructing a direct Z-scheme composite photocatalyst. The maximum photocatalytic H-2-generation rate of 8.73 mmol h(-1)g(-1) was obtained in the Na2S/Na2SO3 aqueous solution, which was 119 times greater than that of CeO2. The composition, microstructure, morphology, optical properties, behaviors of photoexcited electrons, and electrochemical properties were studied by utilizing a series of characterizations, including XRD, SEM, TEM, mapping, UV-vis, PL, and photocurrent. The results of XPS, XRD, and SEM before and after the photocataytic hydrogen evolution indicated that the composite is stable. Also, PL and photocurrent indicated the successful construction of a direct Z-scheme. In addition, a Z-scheme mechanism for the photocatalytic hydrogen evolution was proposed and discussed. This work will provide new insights in designing and constructing novel Z-scheme heterojunction photocatalysts.