The design and development of high‐efficiency and low‐energy consumption catalysts for hydrogen evolution are critical to mitigating environmental problems. Herein, amorphous Co9S8 quantum dots (QDs) are prepared by hydrothermal method and loaded on concave cubic NiS/CdS derived from Prussian blue analog (PBA) to construct an efficient Co9S8 QDs/NiS/CdS dual S‐scheme heterojunction photocatalysts, showing excellent photocatalytic hydrogen performance of 13.45 mmol·g−1·h−1, which is 5.42 times higher than that of pure CdS. The improved photocatalytic performance is ascribed to the creation of a double S‐scheme heterojunction, quantum confinement effect, and a concave cubic structure, accelerating electron transport and offering ample surface active sites. The possible mechanism is demonstrated with valence band XPS (VB‐XPS), ultraviolet photoelectron spectroscopy (UPS), and density functional theory (DFT) calculations. This work provides insight into the exploration of PBA‐based photocatalysts to improve photocatalytic hydrogen evolution and provides an effective strategy for the design of photocatalysts with double the S‐scheme heterojunction.