•Core-shell CoFe2O4@ZnIn2S4 p-n heterojunction wassuccessfullysynthesized for the first time.•The CoFe2O4@ZnIn2S4-2 photocatalyst exhibited an outstanding hydrogen evolution rate, excellent cycle application and chemical stability.•The Z-Scheme mechanism of CoFe2O4@ZnIn2S4 in photocatalytic hydrogen production has been discussed in detail. The p-n heterojunction’s construction is considered a valid and prominent method to accelerate photogenerated carriers’ separation and transfer rate, enhancing the efficiency of photocatalytic hydrogen production. In this work, the core–shell CoFe2O4@ZnIn2S4 (CFO@ZIS) p-n heterojunction photocatalyst is designed and fabricated by growing ZIS nanosheets on yolk-shelled CFO surfaces by hydrothermal and calcination method followed by oil bath process for the first time. Notably, the CFO@ZIS-2 photocatalyst exhibits excellent cycle applicability and chemical stability and exhibits a remarkable hydrogen evolution rate of 1576.5 μmol∙g−1∙h−1 without Pt as a co-catalyst. However, the hydrogen evolution rates of pristine ZIS and CFO products are just 344.3 and 0 μmol∙g−1∙h−1, respectively. Furthermore, the analysis of structural, morphological, optical and photo/electrochemical characterizations further manifested the existence of p-n heterojunction in CFO@ZIS core–shell structure is beneficial to facilitate the separation and migration of photoinduced carriers. Meanwhile, the Z-Scheme mechanism of CFO@ZIS p-n heterojunction in photocatalytic hydrogen production has been discussed in detail. This work provides a feasible and resultful strategy to design the core–shell p-n heterojunction for the promotion of photocatalytic H2 production.