"Giant" core/shell quantum dots (g-QDs) are promising candidates for emerging optoelectronic technologies thanks to their facile structure/composition-tunable optoelectronic properties and outstanding photo-physical/chemical stability. Here, we synthesized a new type of CuInTeSe (CITS)/CdS g-QDs and regulated their optoelectronic properties by controlling the shell thickness. Through increasing the shell thickness, as-prepared g-QDs exhibited tunable red-shifted emission (from 900 to 1200 nm) and prolonged photoluminescence (PL) lifetimes (up to ∼14.0 μs), indicating a formed band structure showing efficient charge separation and transfer, which is further testified by theoretical calculations and ultrafast time-resolved transient absorption (TA) spectroscopy. These CITS/CdS g-QDs with various shell thicknesses can be employed to fabricate photoelectrochemical (PEC) cells, exhibiting improved photoresponse and stability as compared to the bare CITS QD-based devices. The results indicate that the rational design and engineering of g-QDs is very promising for future QD-based optoelectronic technologies.