The design and construction of hierarchical CoP/ZnCdS/Co3O4 quantum dots (QDs) (800>40>4.5 nm) bi-heterostructure cages as an ultrahigh-performance photocatalyst for hydrogen evolution with visible light is investigated. Three excellent photoactive materials that ZnCdS solid solution, high-conductivity CoP and high-efficiency Co3O4 QDs were integrated into a all-in-one bi-heterostructure cage architecture. Presence of the two high-efficiency electron-transfer pathways in CoP/ZnCdS/Co3O4 QDs can seriously facilitate the separation and migration of light-induced electrons while the unique structure also can offer large reaction surface and expose abundant active sites for photocatalytic hydrogen evolution reaction. Because of the distinctively compositional and structural merits, the hierarchical CoP/ZnCdS/Co3O4 QDs bi-heterostructure cages without introducing any cocatalysts exhibit ultrahigh activity and favorable stability for generation of high-purity hydrogen under visible light irradiation.