Colloidal semiconductor quantum dots (QDs) are promising building blocks for the realization of future optoelectronic technologies, thanks to their size-tunable electronic and optical properties. Among various types of QDs, colloidal “giant” QDs (g-QDs, core/thick-shell) have been widely used in different applications, such as solar cells, light emitting devices, luminescent solar concentrators and photoelectrochemical (PEC) hydrogen production. However, g-QDs have a thick-shell which serves as a physical barrier for electron and hole transfer, leading to a slow charge transfer rate. In this work, we synthesized CdSe/CdSe_xS_1−x/CdS core/shell/shell g-QDs with an intermediate CdSe_xS_1−x alloyed layer. The presence of this interfacial layer largely improves the absorption of CdSe/CdS QDs, particularly in the 300–650 nm range. By engineering the interfacial layer, the holes can leak more into the CdS shell region compared to that of CdSe/CdS QDs. PEC devices based on alloyed g-QDs exhibit a 20% higher saturated photocurrent density (11 ± 0.5 mA cm⁻²) compared to CdSe/CdS QDs. In addition, after one-hour illumination (100 mW cm⁻²), the PEC cell based on alloyed g-QDs still exhibits a photocurrent density of 7.5 mA cm⁻², maintaining 70% of its initial value. Such alloyed g-QDs are very promising for several emerging optoelectronic applications, where charge separation, transfer and transport play a critical role for the realization of high performance devices.