In this work, ZnO inverse opals structure (IOs) based photoelectrochemical (PEC) electrode was fabricated for alpha-fetoprotein (AFP) detection. Then, the uniform CdS quantum dots (QDs) were hydrothermally synthesized, which allowed the binding of AFP and glucose oxidase (GOD) on CdS QDs, forming the AFP-CdS-GOD composite. The competitive immunosensor of AFP and the AFP-CdS-GOD composite with anti-AFP antibodies (Ab) immobilized on FTO (fluorine-doped tin oxide) /ZnO IOs electrode was successfully applied to the detection of AFP. GOD could catalyze glucose to produce hydrogen peroxide (H2O2) acting as an electron donor to scavenge photogenerated holes in the valence band of CdS QDs, reducing the recombination of electrons and holes of CdS QDs. Also the effective energy level matching between the conduction bands of CdS QDs and ZnO widened the range of light absorption, allowing for electron injection from excited CdS QDs to ZnO upon visible light irradiation, which enhanced the photocurrent. The results show that the immunosensor of AFP possesses a large linear detection range of 0.1-500 ng/ml with a detection limit of 0.01 ng/ml. It also exhibits excellent anti-interference property and acceptable stability. This work provides a promising method for achieving excellent photoelectrochemical biosensor detection of other proteins.