An ultrasensitive photoelectrochemical (PEC) immunosensor for the detection of carcinoembryonic antigen (CEA) was constructed using CdS@Cu2O co-sensitized porous ZnO nanosheets as photoactive materials and multiwalled carbon nanotubes (MWCNTs) as electrons sink. Porous ZnO was assembled on the MWCNTs modified indium tin oxides electrode to immobilize capture antibodies. With a sandwich immunoassay format, CEA and signal antibodies labeled CdS@Cu2O were introduced in sequence via specific immunoreaction, and the ultrahigh sensitivity of this immunoassay results from the following three aspects. First, the co-sensitization of Cu2O and CdS extends the absorption range of ZnO from ultraviolet region to visible light region, which can adequately utilize the light energy. Second, the effective matching of energy levels between the ZnO, CdS and Cu2O accelerates the separation and transfer of photogenerated electron-hole pairs and improves the PEC performance, significantly. Finally, the introduced MWCNTs evidently expedite the interfacial electron transfer from ZnO to electrode, further resulting in noticeably increased photocurrent. On the basis of multiple signal amplification strategy, a largely increased linear detection range from 1.0pgmL−1 to 80ngmL−1 with a low detection limit (0.4pgmL−1) are obtained. Meanwhile, the prepared materials with attractive properties provide a promising platform for PEC detection.