In this work, we have reported a vertical CsPbBr3/ZnO heterojunction photodetector for photo-sensing lights from UV to visible band. The ZnO thin film is deposited on the c-sapphire substrate through a molecular beam epitaxy (MBE) technique, and then the CsPbBr3 thin film is synthesized on the as-prepared ZnO film layer by using a solution processing method. The as-prepared CsPbBr3/ZnO heterostructure presents type-II energy band structure induced by the energy band offset effect, which can promote the separation and extraction efficiencies of the photo-generated electron-hole pairs. Compared with the CsPbBr3 based metal-semiconductor-metal (MSM) structure photodetector, the heterojunction photodetector presents higher responsivity and detectivity of 630 µA/W and 7 × 109 Jones. While compared with the ZnO based MSM structure photodetector, the heterojunction device reveals much faster response speeds of 61 µs (rise time) and 1.4 ms (decay time). These findings demonstrate that the CsPbBr3/ZnO heterojunction photodetector is promising for constructing next generation perovskite based optoelectronic devices.