We have fabricated chemically bonded BiVO4/ZnO quantum dot (QD) heterostructures through a simple solution dry-out method. Chemically bonded interfaces (CBIs), thin films surrounding the ZnO QDs, are formed during the calcination process, which tightly combines the BiVO4 and ZnO structures through Bi-O and Zn-O bonds. The first principle calculations demonstrate that CBIs can not only facilitate the photoexcited electron transfer from ZnO to BiVO4, but can also trap their holes serving as a hole-transport layer. As observed from the spectra of incident photo-to-current conversion efficiency (IPCE), CBIs operate in the UV as well as the visible light region. The BiVO4/ZnO QDs showed the greatest photocurrent density (5.5 mA/cm2 at 1.23 V vs. RHE) in the absence of a cocatalyst. Moreover, the etched XPS spectra show that the Bi ions get partially reduced to elemental bismuth by ethylene glycol during the calcination process. This can also contribute to the water oxidation kinetics facilitated by the valence variation.