Copper selenide (Cu x Se) has great potential as counter electrode for quantum dots sensitized solar cell (QDSSC) due to its excellent electrocatalytic activity and lower charge transfer resistance. A novel ion exchange method has been utilized to fabricate Cu3Se2 nanosheets array counter electrode. CdS layer was first deposited by sputtering and used as a template to grow compact and uniform Cu3Se2 film in a typical chemical bath. The morphology and thickness of the Cu3Se2 nanosheets were controlled by the deposition time. The final products (2h-Cu3Se2) showed significantly improved electrochemical catalytic activity and carrier transport property, leading to a much increased power conversion efficiency (4.01%) when compared with the CuS counter electrode CdS/CdSe QDSSC (3.21%).