Mesoporous TiO₂ sensitized with colloidal quantum dots (QDs) is considered as a promising system for photoelectrochemical (PEC) hydrogen generation, in view of its low cost and high solar energy to fuel conversion efficiency. On the other hand, the limited long term stability and low current density of this system still hinder its commercialization. Here, we report a CdSe/CdSeS alloy/CdS core/shell/shell QD sensitized mesoporous TiO₂ photoanode, which exhibits high performance and long-term stability for solar-driven hydrogen generation. A gradient CdSe/alloy-shell/CdS core/shell/shell structure is designed to accelerate exciton separation through the band engineering approach. Compared with the common CdSe/CdS core/shell structure, light absorption of QDs containing an intermediate alloyed layer is extended to longer wavelengths and more importantly, the photocurrent density is improved up to 17.5 mA cm⁻² under one sun illumination (AM 1.5 G, 100 mW cm⁻²), a record value for PEC cells based on colloidal QDs for hydrogen generation. In addition, the as-fabricated PEC cell shows an unprecedented long-term stability, maintaining 50% of its initial value after continuous operation for over 39 hours, indicating that the gradient core/shell/shell QD based photoanode is a promising candidate for solar-driven hydrogen generation.