CuSbSe2 is a promising light‐harvesting material for solar cells, which shows advantages including low melting point, low cost, and environmental friendliness, as well as excellent optoelectronic properties. In this work, a three‐source co‐evaporation method is employed to deposit CuSbSe2 thin films for the first time. Well‐crystallized and pure‐phase CuSbSe2 films are obtained through a two‐stage co‐evaporation, and the reaction mechanism of CuSbSe2 is revealed based on the phase evolution during film deposition process. It is also found that the growth atmosphere during the high‐temperature stage of co‐evaporation deposition exerts a significant impact on the phase, composition, crystallinity, and optoelectronic properties of CuSbSe2 films. Eventually, a Mo/CuSbSe2/CdS/ZnO:Al (AZO)/Ag‐structured solar cell is successfully constructed, yielding a considerable power conversion efficiency of 1.83%.