The ZnO is able to produce hydrogen from water however it can only absorb ultraviolet region due to its 3.37eV of wide band gap. Therefore efficiency of solar hydrogen production is low. In this work we report investigation results of improved visible light photo-catalytic properties of CdSe quantum dots(QDs) sensitized ZnO nanorod heterostructures. Hydrothermally vertically grown ZnO nanorod arrays on FTO glass were sensitized with CdSe by using SILAR(successive ionic layer adsorption and reaction) method. Morphology of grown ZnO and CdSe sensitized ZnO nanorods had been investigated by FE-SEM that shows length of $2.0{mu}m$, diameter of 120~150nm nanorod respectively. Photocatalytic measurements revealed that heterostructured samples show improved photocurrent density under the visible light illumination. Improved visible light performance of the heterostructures is resulting from narrow band gap of the CdSe and its favorable conduction band positions relative to potentials of ZnO band and water redox reaction.