The combination of ZnO with narrow bandgap materials such as CuO is now a common method to synthesize high-performance optoelectronic devices. This study focuses on optimizing the performance of p-CuO/n-ZnO heterojunction pyroelectric photodetectors, fabricated through magnetron sputtering, by leveraging the pyro-phototronic effect. The devices’ photoresponse to UV (365 nm) and visible (405 nm) lasers is thoroughly examined. The results show that when the device performance is regulated by adjusting the three parameters—sputtering power, sputtering time, and sputtering oxygen–argon ratio—the optimal sputtering parameters should be as follows: sputtering power of 120 W, sputtering time of 15 min, and sputtering oxygen–argon ratio of 1:3. With the optimal sputtering parameters, the maximum responsivity of the pyroelectric effect and the traditional photovoltaic effect ${\mathrm{R}}_{\mathrm{pyro}+\mathrm{photo}}$ of the detector is 4.7 times that under the basic parameters, and the maximum responsivity of the traditional photovoltaic effect ${\mathrm{R}}_{\mathrm{photo}}$ is also 5.9 times that under the basic parameters. This study not only showcases the extensive potential of the pyro-phototronic effect in enhancing heterojunction photodetectors for high-performance photodetection but also provides some ideas for fabricating high-performance photodetectors.