We demonstrated the use of CdSe/graphene quantum dot (QD) nanoheterostructures as the photoanode for remarkable photoelectrochemical hydrogen production. By employing a delicate hydrothermal cutting approach, reduced graphene oxide (RGO) sheets with the lateral size in a desirable range can be obtained, from micrometer size (micro-RGO), to 30-100. nm (nano-RGO), and to 2-4. nm (QD-RGO). Because of the significant zigzag edge effect, nano-RGO and QD-RGO possessed well-defined band structure which enabled efficient light absorption and distinctive photoluminescence emission. Time-resolved photoluminescence spectra showed that nano-RGO and QD-RGO surpassed micro-RGO in enhancing the charge separation efficiency of CdSe. According to the cyclic voltammetry data, a type-II vectorial charge transfer model was considered for CdSe/nano-RGO and CdSe/QD-RGO nanoheterostructures, fundamentally different from the unidirectional electron transfer mechanism of CdSe/micro-RGO. Among the three CdSe/RGO samples tested, CdSe/QD-RGO achieved the highest photocurrent generation in the photoelectrochemical cell, which exceeded 5 times the value of CdSe. The incident photon-to-electron conversion efficiency (IPCE) spectra suggested that the significantly enhanced photoactivity of CdSe/QD-RGO originated from the type-II vectorial charge transfer feature, which not only promoted charge carrier separation but also improved the overall light harvesting. Furthermore, no appreciable decay of photocurrent was found for CdSe/QD-RGO after continuously used in the photoelectrochemical cell for over 2. h, revealing its substantially high stability during the water reduction process. The demonstrations from this work may facilitate the use of graphene QDs in semiconductor-based photocatalysis, in which the efficient light harvesting and high chemical inertness of graphene QDs can be well employed.