Here we report an easy and large-scale synthesis of three-dimensional (3D) ZnO nanoparticle-loaded CuO dandelion (denoted as n-ZnO/p-CuO nanoparticle/dandelion) heterostructures and their photoelectrochemical (PEC) water splitting under simulated solar light illumination. CuO dandelions were fabricated by a facile and cost-effective chemical strategy, in which the ribbon-like CuO nanoplates were first formed and then assembled into dandelion-like architectures. ZnO nanoparticle-loaded CuO dandelion heterostructures were fabricated by calcining Zn(Ac)2-loaded CuO dandelions. High resolution transmission electron microscope (HRTEM) studies demonstrate that intimate p-n junction is built between p-CuO and n-ZnO interface. The n-ZnO/p-CuO nanoparticle/dandelion photoelectrodes exhibit significant improvement in PEC water splitting to CuO dandelion photoelectrodes. The correlation between photocurrents and different loading contents of ZnO nanoparticles (NPs) is studied in which the n-ZnO/p-CuO nanoparticle/dandelion heterostructures with loading 4.6wt% ZnO NPs show higher photocathodic current. The efficient separation of the photogenerated electrons and holes driven by the intimate p-n junction between p-type CuO and n-type ZnO interface is mainly contributed to the enhanced photoanode current. The achieved results in the present study offer a very useful strategy for designing p-n junction photoelectrodes for efficiency and low-cost PEC cells for clean solar hydrogen production.