Semiconductor based nanoscale heterostructures are promising candidates for photocatalytic and photovoltaic applications with the sensitization of a wide bandgap semiconductor with a narrow bandgap material being the most viable strategy to maximize the utilization of the solar spectrum. Here, we present a simple wet chemical route to obtain nanoscale heterostructures of ZnO/CdS without using any molecular linker. Our method involves the nucleation of a Cd-precursor on ZnO nanorods with a subsequent sulfidation step leading to the formation of the ZnO/CdS nanoscale heterostructures. Excellent control over the loading of CdS and the microstructure is realized by merely changing the initial concentration of the sulfiding agent. We show that the heterostructures with the lowest CdS loading exhibit an exceptionally high activity for the degradation of methylene blue (MB) under solar irradiation conditions; microstructural and surface analysis reveals that the higher activity in this case is related to the dispersion of the CdS nanoparticles on the ZnO nanorod surface and to the higher concentration of surface hydroxyl species. Detailed analysis of the mechanism of formation of the nanoscale heterostructures reveals that it is possible to obtain deterministic control over the nature of the interfaces. Our synthesis method is general and applicable for other heterostructures where the interfaces need to be engineered for optimal properties. In particular, the absence of any molecular linker at the interface makes our method appealing for photovoltaic applications where faster rates of electron transfer at the heterojunctions are highly desirable.