The key aspect of the photoelectrochemical CO2 reduction reaction (PEC CO2 RR) lies in designing cathode materials that can generate high-energy photoelectrons, enabling the activation and conversion of CO2 into high-value products. In this study, a coaxially wrapped ZnO@ZnSe array heterostructure was synthesized using a simple anion exchange strategy and metallic Bi nanoparticles (NPs) were subsequently deposited on the surface to construct a Bi/ZnO@ZnSe photocathode with high CO2 conversion capability. This array photocathode possesses a large aspect ratio, which simultaneously satisfies a low charge carrier migration path and a large specific surface area that facilitates mass transfer. Additionally, the barrier formed at the n-n heterojunction interface hinders the transfer of high-energy photoelectrons from ZnSe to lower energy levels, resulting in their rapid capture by Bi while maintaining a relatively long lifetime. These captured electrons act as active sites, efficiently converting CO2 into CO with a Faradaic efficiency above 88.9% at -0.9 V vs. RHE and demonstrating superior stability. This work provides a novel approach for synthesizing high-energy photoelectrode materials with long lifetimes.