Reasonably constructing nanocomposite photocatalysts with fast charge transfer and broad solar response capabilities is significant for efficiently converting solar energy into chemical energy. Cu modifies P25/CeO2 heterojunctions prepared by photodeposition (P25 is commercial TiO2). The local surface plasmon resonance (LSPR) effect caused by Cu nanoparticles broadens the spectral response range and generates significant photothermal effects. After 90 s of irradiation, the temperature of 9.5 %Cu-P25/CeO2 increases to 148.1 °C. The photocatalytic hydrogen evolution rate (HER) of 9.5 %Cu-P25/CeO2 under visible light (λ = 400 nm) reaches 1538.2 μmol h−1 g−1, which is 158.6 times, 17.7 times, and 2.5 times higher than that of Cerium dioxide (CeO2), P25, and P25/CeO2, respectively. This catalyst has stronger light absorption, easier carrier transfer, and separation. This study guides the construction of efficient hydrogen evolution photocatalysts.