Scanning electrochemical microscopy (SECM) is used for studying the intrinsic photo-electrochemical properties of CdSe/CdS quantum rods. They are deposited on a transparent and non-conductive glass plate and investigated by SECM in feedback and generator–collector modes using a series of redox mediators. The method allows the interrogation of the quantum rods under illumination without the interference of the substrate, notably that due to the electron photo-ejection from the substrate, a process that is inherent to any polarized electrode material. Beside the methodological demonstration that could easily be extended to the investigations of the photo-redox properties of nanoparticles, studies highlight the strong reductive properties of quantum rods under illumination.