In order to solve the bottleneck problem of weak efficiency of carriers’ separation and transfer in BiVO4 photocatalyst, a novel pyramid-BiVO4 with sufficient oxygen vacancies was successfully synthesized via a low-temperature solvothermal method. By adjusting solution pH and adding SDBS surfactant, the prepared samples could have a variety of controllable morphologies and exposed {0 0 1} facets, which were determined by SEM, XRD, and BET methods. XPS O1s peak and ESR signals indicated that pyramid-BiVO4 exhibited higher oxygen vacancies concentration than others. Besides, CdSe quantum dots (QDs) were introduced to construct BiVO4/CdSe heterojunctions composite based photoanode to further promote solar harvesting and carrier separation. The photoelectrochemical experimental results showed that 304 stainless steel (304SS) coupled with 8V-BC photoanode showed an enhanced photocurrent density (608 μA·cm−2) and maximum potential drop (708 mV), which were equivalent to 5.06 times and 2.10 times that of the original BiVO4, respectively. Mechanism study illustrated that the ultra-high performance of the 8V-BC photoanode was attributed to the synergistic effect of enriched oxygen vacancies, exposed {0 0 1} facets, enlarged visible light absorption and larger specific surface area.