The electrocatalytic composite materials of honeycomb structure NiS2 nanosheets loaded with metallic CoS2 nanoparticles are in situ prepared on F doped SnO2 conductive glass (FTO) substrates used as counter electrodes of DSSCs through chemical bath deposition (CBD) and sulfidizing process. Single crystalline NiS2 honeycomb structure array lay a foundation for the large surface area of NiS2/CoS2 composite CEs. The formed NiS2/CoS2 nanointerface modulates electronic structure of composite CEs from the synergetic interactions between CoS2 nanoparticles and NiS2 nanosheets, which dramatically improves the electrocatalytic activity of NiS2/CoS2 composite CEs; Metallic CoS2 nanoparticles covering NiS2 nanosheets electrodes adjusts the electrodes' structure and then reduces the series resistance (Rs) and the Nernst diffusion resistance (Zw) of counter electrodes. The improvement of these areas greatly enhances the electrocatalytic performance of CEs and the short circuit current density (Jsc) and Fill factor (FF) of DSSCs. Impressively, the DSSC based on NiS2/CoS2-0.1 CE shows the best photovoltaic performance with photovoltaic conversion efficiency of 8.22%, which is 24.36% higher than that (6.61%) of the DSSC with Pt CE. And the NiS2/CoS2-0.1 CE also displays a good stability in the iodine based electrolyte. This work indicates that rational construction of composite electrocatalytic materials paves an avenue for high-performance counter electrodes of DSSCs.