In atomically thin two-dimensional van der Waals (2D vdW) heterostructures, spatially separated interlayer excitons play an important role in the optoelectronic performance and show great potential for the exploration of many-body quantum phenomena. A commonly accepted formation mode for interlayer excitons is via a two-step intralayer exciton transfer mechanism, namely, photo-excited intralayer excitons are initially generated in individual sublayers, and photogenerated electrons and holes are then separated into opposite sublayers based on the type-II band alignment. Herein, we expand the concept of interlayer exciton formation and reveal that bright interlayer excitons can be generated in one step by direct interlayer photoexcitation in 2D vdW heterostructures that have strong interlayer coupling and a short photoexcitation channel. First-principles and many-body perturbation theory calculations demonstrate that indium selenide/antimonene and indium selenide/black phosphorus heterostructures are two promising systems that show an exceptionally large interlayer transition probability (>500 Debye2). This study enriches the understanding of interlayer exciton formation and provides a new avenue to acquiring strong interlayer excitons in artificial 2D vdW heterostructures.