Colloidal semiconductor quantum dots (QDs) have attracted a great attention for their potential applications in optoelectronic devices, such as water splitting, luminescent solar concentrators, and solar cells, because of their size/shape/composition-dependent optoelectronic properties. However, the fast electron-hole (e-h) recombination and slow charge separation of QDs limit their applications as light absorbers in high-efficiency optoelectronic devices. Here, we synthesized thick-shell CdSe/CdSe_xS_1-x/CdS QDs with pyramidal shape, which exhibit a quantum yield of ~ 15%, with a long radiative lifetime up to ~ 100 ns due to the spatial separation of the e/h wavefunction and significantly broadened light absorption toward the 500–700 nm range, compared to CdSe/CdS unalloyed QDs. As a proof-of-concept, the pyramidal QDs are applied as light absorbers in a photoelectrochemical (PEC) system, leading to a saturated photocurrent density of ~ 12 mA/cm² (with a H₂ generation rate of 90 mL cm⁻² day⁻¹), which is a record for thick-shell QD-based photoelectrodes in PEC hydrogen generation. Core/thick-shell QDs hold great potential for breakthrough developments in the field of QD-based optoelectronic devices.