To suppress the inner charge recombination and inject vast electrons, CdTe nanocrystals are embedded into ultrathin ZnIn2S4 nanosheets to construct ZnIn2S4/CdTe heterostructures, where the nanocrystals are generated by a laser irradiation method. The optimal ZnIn2S4/CdTe heterojunction exhibits an excellent catalytic activity of 24.3 mmol/h/g, which is relatively high among the ZnIn2S4-based photocatalysts without noble metals. This enhancement is ascribed to a win-win mechanism of nanoscale heterojunctions and sulfur vacancies. The strong electron coupling effect, which is verified by density functional theory (DFT) calculations, impels the photo-generated electrons transfer from CdTe to ZnIn2S4, boosting the charge separation. Meanwhile, the sulfur vacancies existing in ZnIn2S4 can capture photoelectrons and act as active sites, facilitating the H2 generation reaction. In addition, the ZnIn2S4 base and the ZnIn2S4/CdTe heterojunction also possess an evident photothermal effect and renewable cycle phenomena, enhancing the photocatalytic performance. This research provides new insights into the regulation of charge transfer through embedding nanocrystals.