Through a facile solvothermal procedure, a CdS/WOx nanocomposite has been synthesised which exhibits photocapacitive behaviour under white light illumination at a radiant flux density of 99.3 mW cm-2. Photoelectrochemical experiments were undertaken to examine the self-charging properties of the material and to develop an understanding of the underlying electronic band structure responsible for the phenomenon. By employing XPS, UPS and UV-Vis diffuse reflectance spectroscopy for further characterisation, the ability of the composite to generate current following the removal of incident light was related to the trapping of photoexcited electrons by the WOx component. The presence of WOx yielded an order of magnitude increase in the transient photocurrent response relative to CdS alone, an effect attributed to the suppression of electron-hole recombination in CdS due to hole transfer across the CdS/WOx interface. Moreover, current discharge from the material persisted for more than twenty minutes after final illumination, an order of magnitude improvement over many existing binary composites. As a seminal investigation into the photocapacitive characteristics of CdS/WOx composites, the work offers insight into how the constituent materials might be utilised as part of a future self-charging solar device.