Heterostructure engineering is an effective strategy to improve the optoelectronic properties of semiconductor materials. We propose a van der Waals (vdW) heterostructure based on perovskite CsPbX₃ (X = Cl, Br, I) and two-dimensional penta-graphene (PG), and investigate the stabilities of two kinds of interface contacts (Pb-X and Cs-X) by first-principles calculations. And we also study the electronic structures and optoelectronic properties of CsPbX₃-PG heterostructures with stabler Pb-X interface. Our results show that all the CsPbX₃ (X = Cl, Br, I)-PG heterostructures possess the type-II band arrangement, that the energy level gap is gradually narrowed from Cl to I, and that there are good photogenerated carrier separation ability and charge transport property. Moreover, the absorption spectrum of CsPbX₃-PG heterostructures can be broadened and the optical absorption ability is effectively improved. The power conversion efficiency (PCE) of CsPbX₃-PG can increase up to 21% given by theoretical estimation. These results indicate that the optoelectronic properties of the all-inorganic metal halide perovskite CsPbX₃-PG heterostructures can be effectively improved, which would become a potential candidate for high-performance photoelectric conversion devices.s.