ZnO films with several microstructures including nanoparticles, nanowire arrays, nanorod arrays and nanotube arrays were prepared using different methods. In2O3 and/or Cu4Bi4S9 were deposited onto each nanostructured ZnO film, and two types of heterostructures (ZnO/Cu4Bi4S9 and ZnO/In2O3/Cu4Bi4S9) as well as solid state dye-sensitized solar cells were fabricated. The signals of steady state and electric field-induced surface photovoltage spectroscopy indicate that all of ZnO/In2O3/Cu4Bi4S9 heterostructures exhibit higher photovoltaic response than the relative ZnO/Cu4Bi4S9. The same type of heterostructure with different ZnO films presents various photovoltaic properties. Transient surface photovoltage spectroscopy can contribute to study the separation and transport mechanism of photogenerated charges. Here, ZnO nanotubes/Cu4Bi4S9 and ZnO nanotubes/In2O3/Cu4Bi4S9 cells exhibit the best performances with the highest efficiencies of 6.2% and 6.8%, respectively. The internal relations of photoelectric properties to some factors, such as film thickness, surface area, microstructure, double energy level matchings, etc. were discussed in detail. Qualitative and quantitative analysis further verified the comprehensive effect and the difference of factors. The exploration to understand the transport mechanism of light-induced charges in composite films will promote the nanocrystal application in solid state solar cells and photovoltaic community.