In this study, we developed a novel in situ growth scheme to construct the Cu-MOFs@ZIF-9(Co) core-shell precursor material. The Cu-MOFs@ZIF-9(Co) core-shell precursor was treated by low-temperature phosphorization to obtain a Cu3P@CoP composite catalyst with a self-supporting structure. Cu3P@CoP composite catalyst not only has a hierarchical structure, but also builds a p-n heterojunction at the interface. The unique structure and composition of Cu3P@CoP can promote charge migration and provide large surface area and rich active sites to drive water photolysis. In addition, by controlling the degree of phosphation of Cu-MOFs@ZIF-9(Co) material and adjusting the ratio of Cu and Co, it was found that the maximum hydrogen-producing activity of the composite photocatalyst reaches 469.95 μmol, and it has a very excellent cycle stability. The results of photoelectrochemical and fluorescence tests showed that the proper conduction and valence band of Cu3P and CoP formed a more effective path way for charge transfer.