Solid solutions of ZnSe and CdSe (ZnxCd1–xSe) exhibit intense visible-light absorption in the wavelength region from 480 to 750 nm, which can be tuned by adjusting the Zn/Cd ratio. These materials generated hydrogen from water containing [Fe(CN)6]4– as an electron donor after modification with a Pt cocatalyst. The surfaces of Pt/ZnxCd1–xSe specimens were shown to be coated with zinc and/or cadmium cyanoferrates during the photocatalytic reaction, resulting in stable hydrogen evolution. This layer of metal cyanoferrates is expected to promote the oxidation of [Fe(CN)6]4– and to protect the selenide photocatalysts against photocorrosion. A Z-scheme system consisting of the particulate Pt/Zn0.75Cd0.25Se and a CoOy/TaON photoanode combined with [Fe(CN)6]3–/4– as a redox mediator promoted overall water splitting under visible light. This is the first-ever demonstration of redox-mediated Z-scheme overall water splitting using selenide photocatalyst particles. The present study suggests the feasibility of using metal cyanoferrates to inhibit photocorrosion of group II metal selenide photocatalysts during Z-scheme water splitting.