The invention discloses a preparation method of a CdS/MoS2/Mo double-layer core-shell structure photoelectrode. The method comprises the following steps of taking a molybdenum net as a substrate, taking soluble cadmium salt as a cadmium source, depositing metal cadmium on the molybdenum net, putting the deposited molybdenum net in hydrogen sulfide atmosphere, and vulcanizing to obtain the CdS/MoS2/Mo double-layer core-shell structure photoelectrode. The CdS/MoS2/Mo double-layer core-shell structure photoelectrode prepared by the method has high photoelectric conversion efficiency and has broad application prospects. Experiment research shows that the CdS/MoS2/Mo double-layer core-shell structure photoelectrode has photoelectrochemical hydrogen production performance; the photocurrent of the photoelectrode in photoelectrochemical test is greater than three milliamperes; the photoelectric conversion efficiency of the photoelectrode in the main light absorption area is near 20%; the performance of the photoelectrode is superior to that of conventional cadmium sulfide electrodes prepared on FTO glass.