The use of photocatalysts based on semiconductor heterostructures for hydrogen evolution is a prospective tactic for converting solar energy. Herein, visible-light-responsive three-dimensional core-shell CoSe2/ZnIn2S4 heterostructures were successfully fabricated via in situ growth of ZnIn2S4 ultrathin nanosheets on spherical CoSe2. Without any noble metal co-catalysts, the as-prepared CoSe2/ZnIn2S4 composite achieved attractive photocatalytic hydrogen evolution activity under visible light illumination. Optimal CoSe2/ZnIn2S4 achieved a hydrogen evolution rate of 2199 μmol g-1 h-1, which was 7 times higher than that of pristine ZnIn2S4 and even exceeded that of ZnIn2S4 loaded with platinum. In this distinctive core-shell heterostructure, the presence of CoSe2 could considerably improve the ability to harvest light, quicken the charge transfer kinetics, and avoid the agglomeration of ZnIn2S4 nanosheets. Meanwhile, the experimental results demonstrated that the strong interaction between CoSe2 and ZnIn2S4 at the compact interface could appropriately boost the photogenerated electron-hole pair migration and relieve charge recombination, thus improving photocatalytic hydrogen evolution activity. This work has bright prospects in constructing noble-metal-free core-shell heterostructures for solar energy conversion.