Shell–core nanostructured ZnS/CdS quantum dots (QDs) were assembled uniformly on the surface of TiO2 nanotube arrays by sequence chemical bath deposition (CBD) of CdS and ZnS in alcohol solution system. The morphology and chemical composition of the obtained composite thin films were characterized by scanning electron microscopy, transmission electron microscopy and energy dispersive X-ray spectroscopy. The effect of solvent and immersion cycles for the photoanode preparation on the photoelectrochemical activity and photogenerated cathodic protection property was investigated. It is found that the nanostructured CdS QDs (20 cycles) coated on TiO2 nanotube arrays show a remarkably enhanced photoelectrochemical activity. The coating of ZnS QD shells (5 cycles) is able to improve the stability of the CdS@TiO2 photoanode under white-light irradiation. After the irradiation light is turned off, the photogenerated cathodic protection of 403 stainless steel (403SS) can be remained for several hours.