CdS is an important semiconductor used in optoelectronic devices. Simple techniques for growing CdS nanostructures are thus essential at a low cost. This study presents a novel method for growing single-crystal n-type CdS nanowires on p-type CdTe films by thermal annealing in an H2S/N2 mixed gas flow, which does not require the help of a catalyst or template. The formation process and growth mechanism of the nanowires are investigated. Well-dispersed whiskerlike CdS nanostructures are obtained at an appropriate annealing temperature and duration. We suggest that the stress-driving mechanism of nanowire formation may contribute to the growth of CdS nanowires, and that the evaporation of Te through the boundaries of the CdS grain seeds plays an important role in the sustainable growth of nanowire. In addition, CdS/CdTe heterojunction device is fabricated on Mo glass. The I-V characteristic of the heterojunction in dark shows typical rectifying diode behavior. The turn-on voltage can be regulated by annealing conditions. Meanwhile, the obvious photovoltaic effect is obtained on the in situ growth heterojunction prepared at low annealing temperature. Hence, this is a new fabricated method for CdTe-based materials in the field of energy conversion.