In order to improve the photoelectrochemical (PEC) performance, the core-shell structures are designed to gain advantages of each material. Here we report a facile ion-replacement strategy for fabricating ZnO/ZnSe arrays grown on Fluorine-doped tin oxide (FTO) glass. g-C3N4 layer was coated on ZnO/ZnSe by spin-coating followed by annealing. Under illumination with AM1.5G, the designed ZnO/ZnSe/g-C3N4 nanorod arrays exhibitsuperior PEC performance with the highest photocurrentdensity which is higher than that of the ZnO and ZnO/ZnSe nanowire arrays at 0.5 V versus Ag/AgCl. The enhancement in the PEC performance of the ZnO/ZnSe/g-C3N4 ternary junction results from the synergistic effects of eachmaterial. Vertical aligned ZnO hexagonal prisms provided large specific surface area and electron access along the axial direction. ZnSe layer further extended specific surface area and the range of light absorption. The enhanced performance of ZnO/ZnSe/g-C3N4 can be attributed to extended visible light absorption, enhanced charge separation, improved electronic conductivity, and efficient hole extraction at the CN/electrolyte interface. The synergistic action of each component in ZnO/ZnSe/g-C3N4 led an outstanding PEC performance.