The nanosheet-structured CuxS thin films used as counter electrodes (CEs) for CdS/CdSe quantum dot sensitized solar cells (QDSSCs) have been in situ prepared via the sulfidation of Cu nanoparticles deposited on F-doped SnO2 glass (FTO glass) substrate by magnetron sputtering method. The thickness of the deposited Cu film affects the morphology and thickness of the obtained CuxS films. The CuxS nanosheet films have good adhesion with FTO glass and the surface exhibits uniform morphology. The characteristics of QDSSCs are studied in more detail by photocurrent-voltage performance measurements, incident photon-to-current conversion efficiency (IPCE) and electrochemical impedance spectroscopy (EIS). The CuxS on FTO glass (CuxS/FTO) CEs show much higher power conversion efficiency (PCE) and IPCE than those of the Pt on FTO (Pt/FTO) CE because of their superior carrier mobility and electro-catalytic ability for the polysulfide redox reactions. Based on an optimal CuxS film thickness of 2.7 μm obtained by the sulfidation of the Cu film thickness of 300 nm on FTO, the best photovoltaic performance with PCE of 3.67% (Jsc = 16.47 mA cm−2, Voc = 0.481 V, FF = 0.46) under full one-sun illumination is achieved.