Two-dimensional (2D) ZnO nanosheet arrays were prepared via vanadium (V)-doping assisted hydrothermal method, and then the nanosheet was successfully converted to a nanorod-on-nanosheet ZnO hierarchical structure by treating with Na2S solution and subsequent hydrothermal reaction. Hierarchical films with different nanorod growth time (1-8 h) were prepared and their photovoltaic properties were also investigated after electrodeposition of CdSe quantum dots. For the hierarchical nanorod-on-nanosheet ZnO films, increasing the ZnO nanorod growth time can enormously enlarge the length of branched nanorods and light-scattering ability, resulting in better light-harvesting efficiency and higher photo-generated electron concentration, which leads to higher short-circuit current density (Jsc) and open-circuit voltage (Voc). However, further increasing nanorod growth time to 8 h leads to the over-dense coverage of nanorods, which is harmful for light-harvesting efficiency and leads to severe electron recombination, eventually diminishes the power conversion efficiency (PCE). With the optimized nanorod modification and Cu2S counter electrode, the PCE reaches a maximum value of 4.26%, which to the best of our knowledge, is among the highest PCE record for CdSe sensitized solar cells based on ZnO photoanodes.