Charge separation is crucial for an efficient artificial photosynthetic process, especially for narrow-bandgap metal sulfides/selenides. The present study demonstrates the application of a p-n junction to particulate metal selenides to enhance photocatalytic Z-scheme overall water splitting (OWS). The constructed p-n junction of CdS-(ZnSe)0.5(CuGa2.5Se4.25)0.5 significantly boosted charge separation. A thin TiO2 coating layer also was introduced to inhibit photocorrosion of CdS and suppress the backward reaction of water formation from hydrogen and oxygen. By employing Pt-loaded TiO2/CdS-(ZnSe)0.5(CuGa2.5Se4.25)0.5 as a hydrogen evolution photocatalyst (HEP), we assembled a Z-scheme OWS system, together with BiVO4:Mo and Au as an oxygen evolution photocatalyst and electron mediator, respectively. An apparent quantum yield of 1.5% at 420 nm was achieved, which is by far the highest among reported particulate photocatalytic Z-scheme OWS systems with metal sulfides/selenides as HEPs. The present work demonstrates that a well-tailored p-n junction structure is effective for promoting charge separation in photocatalysis and opens new pathways for the development of efficient artificial photosynthesis systems involving narrow bandgap photocatalysts.