Efficient charge separation and durable cocatalyst interfaces are critical for advancing visible-light photocatalytic hydrogen production. Here, we develop an in situ selenization strategy that anchors defect-rich CoSe quantum dots onto CdS nanorods while simultaneously forming a Se-doped CdS surface layer, yielding a tightly coupled QDs-shell-core heterostructure. This construction establishes a spatial dual built-in electric field arising from Se-doping-induced band modulation and the CoSe/CdS interfacial junction, which strongly promotes directional electron transfer. Experimental characterizations and DFT calculations jointly reveal that the defect-rich CoSe QDs act as efficient electron sinks, accelerating H evolution. Consequently, the optimized photocatalyst delivers a hydrogen evolution rate of 61.66 mmol g h with only 0.7 wt% CoSe loading, which is far exceeding pristine CdS and outperforming Pt/CdS and presents markedly enhanced photostability. This study offers a practical pathway for designing low-loading, non-noble-metal cocatalyst systems for high-performance solar hydrogen production.