A series of ordered photoanodic architectures (including ordered TiO2 nanotube arrays (TNT), ZnO nanorods, ZnO/TiO2 core/shell nanostructures) for CdS/CdSe sensitized solar cells (QDSCs), were fabricated directly on transparent conductive oxide glasses by a facile sol–gel assisted template process. The morphologies, optical and electrical properties of TNTs and CdS/CdSe co-sensitized TNTs have been demonstrated. The effect of CdSe deposition time on the cell performance was clarified, and the growth mechanism of the CdSe quantum dots on the surface of the TNTs has been proposed as well. Furthermore, the evolution of open-circuit photovoltage (Voc) towards CdSe deposition time has been investigated by electrochemical impedance spectroscopy (EIS). A promising light-to-electricity conversion efficiency of up to 4.61% has been achieved with 3 μm long TNT arrays, which is the best record for sandwich-type ordered TNT-based QDSCs.