The composite structure of ZnSe-AgZnInS microspheres was synthesized by two-step hydrothermal reaction, in which AgZnInS quantum dots (QDs) attached to the surface of ZnSe microspheres. Compared with pure ZnSe and AgZnInS QDs, the ZnSe-AgZnInS exhibited excellent photocatalytic activity for H2 generation under the illumination of a simulated sunlight. The results also showed that different mass ratios of AgZnInS QDs had a great influence on the photocatalytic performance of ZnSe-AgZnInS microspheres. When the AgZnInS QDs was 0.05 g/mol with the photocatalytic reduction time of 5 h, the H2 formation rate of ZnSe-AgZnInS reached the optimal value (343.108 μmolg−1 h−1), which was ∼20 times and more than 2 times higher than bare ZnSe and AgZnInS QDs, respectively. The related mechanism of photocatalytic hydrogen generation was investigated by suface photovoltage spectroscopy and transisent fluorescence. It was found that the efficient transport of photogenerated carriers at the interface between ZnSe and AgZnInS QDs contributed to the improvement of the photocatalytic performance of ZnSe-AgZnInS. This work provides further insights for the design and preparation of composite photocatalysts.