The quantum spin Hall effect lays the foundation for the topologically protected manipulation of waves, but is restricted to one-dimensional-lower boundaries of systems and hence limits the diversity and integration of topological photonic devices. Recently, the conventional bulk-boundary correspondence of band topology has been extended to higher-order cases that enable explorations of topological states with codimensions larger than one such as hinge and corner states. Here, we demonstrate a higher-order quantum spin Hall effect in a two-dimensional photonic crystal. Owing to the non-trivial higher-order topology and the pseudospin-pseudospin coupling, we observe a directional localization of photons at corners with opposite pseudospin polarizations through pseudospin-momentum-locked edge waves, resembling the quantum spin Hall effect in a higher-order manner. Our work inspires an unprecedented route to transport and trap spinful waves, supporting potential applications in topological photonic devices such as spinful topological lasers and chiral quantum emitters.