Vertically aligned ZnO/TiO2 hetero-nanostructures are successfully fabricated by atomic layer deposition of ZnO shells on electrochemical anodization formed TiO2 nanotube (NT) arrays. The ultrathin and highly conformal ZnO shells (as thin as ~ 2.0 nm) were deposited on TiO2 NTs with precise thickness-control at atomic scale. Its thickness dependent changes in crystallographic, optical and photoelectrochemical properties of ZnO/TiO2 NTs are investigated. The photoelectrochemical activities are studied through electrochemical impendence spectroscopy, flat-band potential and transient photocurrent density measurements. The ZnO/TiO2 NTs with 10-cyle ZnO layers show a longer electron lifetime, a lower charge-transfer resistance and a more negative flat-band potential than the bare TiO2 NTs and the sample with 25-cyle ZnO layers. Consequently, the transient photocurrent of ZnO/TiO2 improves under visible illumination. The improved photoelectrochemical activity in ZnO/TiO2 hetero-nanostructures is attributed to the enhanced charge separation due to the ZnO layer covering out of TiO2 NTs. Our results also indicate that a thinner ZnO layer leads to a larger and more stable photocurrent.