[FeFe]‐hydrogenase ([FeFe]‐H2ase) mimics, inspired by hydrogenases in nature, have emerged as an important class of molecular catalysts toward hydrogen (H2) evolution. Herein, a per‐6‐thiol‐cyclodextrin (CDSH) engineered [FeFe]‐H2ase mimic/CdSe quantum dot (QD) assembly is established for effective photocatalytic H2 evolution. In the assembly, CDSH is first anchored on CdSe QDs via the strong multidentate Cd‐thiol coordination. Then, [FeFe]‐H2ase mimic is assembled on the QD surface via the host–guest supramolecular interaction between the hydrophobic cavity of cyclodextrin (CD) and the adamantyl (AD) group of [FeFe]‐H2ase mimic. In neutral aqueous solution of isopropanol, the Fe2S2‐AD/CDSH/CdSe assembly exhibits a turnover number (TON) of 1.12 × 105 (based on Fe2S2‐AD) under visible light, which is about 12‐fold to the corresponding system without CDSH. Mechanistic insights indicate that the CDSH can not only prevent the aggregation of QDs in acidic conditions, but also balance the interfacial charge (electron and hole) transfer to avoid the photocorrosion of QDs, thereby giving the highest TON of H2 photogeneration based on [FeFe]‐H2ase mimics up to date.