Coaxial heterostructures based on n-type TiO2 nanotubes (TNTs) arrays enclosed with p-type Cu2O nanoparticles were prepared through a combination of anodic oxidation and subsequent electrodeposition. Cu2O nanoparticles were electrodeposited into the inter-tubular space of TNTs to form the coaxial core–shell TNTs@Cu2O heterostructures. The Cu2O nanoparticles were preferentially deposited on the ribs of TNTs arrays, and the amount of thiourea added during electrodeposition of Cu2O played an important role in formation of coaxial core–shell TNTs@Cu2O heterostructures. The heterostructures exhibited excellent photoelectrochemical performance under visible light. Such heterostructures would serve as a promising candidate for solar energy conversion.