Cadmium chalcogenide nanocrystals (CCNCs) are regarded as promising materials for photoelectrochemical (PEC) water splitting. However, the relatively low PEC response and poor stability restricts their practical application. In the present work, we demonstrate that a well-designed inverse opal structure (IOS) composed of CCNCs can achieve an unprecedently high photocurrent and hydrogen production rate. Particularly, the IOS electrode keeps stable during 3 h continuously illumination, which is even superior to those photoanodes with surface passivation and/or co-catalysts. Quantitative investigation illuminates that IOS possesses high charge-separation efficiency and light-absorption capacity, which eventually results in the excellent PEC performance.