P‐n junctions based on two dimensional (2D) van der Waals (vdW) heterostructure are one of the most promising alternatives in next‐generation electronics and optoelectronics. By choosing different 2D transition metal dichalcogenides (TMDCs), the p‐n junctions have tailored energy band alignments and exhibit superior performance as photodetectors. The p‐n diodes working at reverse bias commonly have high detectivity due to suppressed dark current but suffer from low responsivity resulting from small quantum efficiency. Greater build‐in electric field in the depletion layer can improve the quantum efficiency by reducing recombination of charge carriers. Herein, Cu9S5, a novel p‐type semiconductor with direct bandgap and high optical absorption coefficient, is synthesized by salt‐assisted chemical vapor deposition (CVD) method. The high density of holes in Cu9S5 endows the constructed p‐n junction, Cu9S5/MoS2, with strong build‐in electric field according to Anderson heterojunction model. Consequently, the Cu9S5/MoS2 p‐n heterojunction has low dark current at reverse bias and high photoresponse under illumination due to the efficient charge separation. The Cu9S5/MoS2 photodetector exhibits good photodetectivity of 1.6 × 1012 Jones and photoresponsivity of 76 A W−1 under illumination. This study demonstrates Cu9S5 as a promising p‐type semiconductor for high‐performance p‐n heterojunction diodes.