Arrays of ZnO/Zn(x)Cd(1-x)Se (0 ≤ x ≤ 1) core/shell nanocables with shells of tunable compositions have been synthesized on fluorine-doped tin oxide glass substrates via a simple ion-exchange approach. Through the effects of stoichiometry and type II heterojunction, optical absorptions of the nanocable arrays can be controllably tuned to cover almost the entire visible spectrum. Lattice parameters and band gaps of the ternary Zn(x)Cd(1-x)Se shells were found to have respectively linear and quadratic relationships with the Zn content (x). These ZnO/Zn(x)Cd(1-x)Se nanocable arrays are further demonstrated to be promising photoelectrodes for photoelectrochemical solar cells, giving a maximum power conversion efficiency up to 4.74%.