The construction of nanostructured Z‐scheme heterostructure is a powerful strategy for realizing high‐performance photoelectrochemical (PEC) devices such as self‐powered photodetectors and water splitting. Considering the band structure and internal electric field direction, BiVO4 is a promising candidate to construct SnS2‐based heterostructure. Herein, the direct Z‐scheme heterostructure of vertically oriented SnS2 nanosheet on BiVO4 nanoflower is rationally fabricated for efficient self‐powered PEC photodetectors. The Z‐scheme heterostructure is identified by ultraviolet photoelectron spectroscopy, photoluminescence spectroscopy, PEC measurement, and water splitting. The SnS2/BiVO4 heterostructure shows a superior photodetection performance such as excellent photoresponsivity (10.43 mA W−1), fast response time (6 ms), and long‐term stability. Additionally, by virtue of efficient Z‐scheme charge transfer and unique light‐trapping nanostructure, the SnS2/BiVO4 heterostructure also displays a remarkable photocatalytic hydrogen production rate of 54.3 µmol cm−2 h−1 in Na2SO3 electrolyte. Furthermore, the synergistic effect between photo‐activation and bias voltage further improves the PEC hydrogen production rate of 360 µmol cm−2 h−1 at 0.8 V, which is an order of magnitude above the BiVO4. The results provide useful inspiration for designing direct Z‐scheme heterostructures with special nanostructured morphology to signally promote the performance of PEC devices.