In this study, binder-free CoS₂–reduced graphene oxide (rGO) nanocomposites (NCs) were deposited on Cu₂O nanosheets via one-step electrodeposition. rGO was obtained from carbon dioxide electroreduction during CoS₂ deposition. CoS₂–rGO@Cu₂O heterostructure electrodes were deposited for varying electrodeposition times, and their performance in nonenzymatic glucose sensing in 0.1 M NaOH was determined. Raman spectroscopy and X-ray photoelectron spectroscopy (XPS) verified the formation of rGO in all heterostructure electrodes. Various interfacial bonding states between Cu₂O nanosheets and CoS₂–rGO NCs were detected, indicating improved interfacial synergy between the heterostructure layers. Moreover, the phase transformation from CoS to CoS₂ occurred as the electrodeposition time was increased from 10 to 30 min. The CoS₂–rGO@Cu₂O heterostructure electrodes electrodeposited for 20 min were considered optimum for enzyme-free glucose sensing. The sensors exhibited a sensitivity of 635.94 μA·mM⁻¹·cm⁻² for glucose oxidation with a limit of detection of 17 μM in a wide linear detection range of 100–3000 μM. All the CoS₂–rGO@Cu₂O heterostructure electrodes exhibited enhanced selectivity to glucose oxidation in the presence of other interfering species and long-term stability for 3000 s.