The use of photocatalysts to convert CO2 into useful fuels is an important field of interest. Constructing morphology-controlled Z-scheme heterostructure is an effective method for improving photocatalyst surface charge localization. This can be achieved through facile and effective methods of loading appropriate co-catalysts to improve photocatalytic activity. In this study, a highly porous surface-morphology-controlled Z-scheme CuSe2/ZnSe heterostructure was successfully constructed. Among all composition ratios, 0.6 mmol CuSe2/ZnSe showed superior photocatalytic performance and stability, with the highest CO and CH4 yields of 616 and 351 µmolg−1, respectively, and a selectivity of 89%. Both the effective interfacial charge transfer and the highly porous structure of the material influenced the separation and transfer of photogenerated charge carriers. This study is expected to provide useful information for engineering heterojunctions with morphology-controlled photocatalysts and investigating their charge transfer dynamics.