An ultra-thin CdS/CIGS heterojunction photodiode fabricated on steel firstly exhibits dual-mode broadband photodetection from ultraviolet to near infrared spectrum. In the photovoltaic mode, the CIGS photodiode, working as a self-driven photodetector, shows an outstanding photodetection capability (under a light power density of 20 µW cm-2 at 680 nm), reaching a record detectivity of ∼4.4×1012 Jones, a low noise equivalent power (NEP) of 0.16 pW Hz-1/2 and a high Ilight/Idark ratio of ∼103, but a relatively low responsivity of ∼0.39 A W-1 and an external quantum efficiency (EQE) of ∼71%. Working under the same illumination but in the photoconductive mode (1 V reverse bias), the responsivity and EQE are significantly enhanced to 1.24 A W-1 and 226%, respectively, but with a relatively low detectivity of 7×1010 Jones and a higher NEP of 10.1 pW Hz-1/2. To explain these results, a corrected photoconductive gain (G) model indicates that minority electrons could be localized in the defects, surface states and depletion region of the CIGS photodiode, causing excess hole accumulation in the ultra-thin CIGS photodiode and thus high EQE over 100% (G over 1).