CdS nanocrystals embedded in MoO3–CdS core–shell nanospheres have been successfully synthesized by a sonochemistry method at room-temperature and normal pressure without using any templates or surfactants. The unique core–shell nanostructures play a key role which results in a large increase in the photocatalytic activity for hydrogen production and photodegradation. In particular, the rate of MoO3–CdS core–shell photocatalytic hydrogen yield reached 5.25 mmol h−1 g−1 and exhibited a high apparent yield (28.86% at 420 nm) of hydrogen production without noble metal co-catalysts. Moreover, the MoO3–CdS core–shell composites also showed a very high decomposition rate of Rhodamine B (RhB) under the irradiation of visible-light (λ > 400 nm).