Acquiring solar energy from sunlight, water and carbon dioxide is significant for the sustainable development of our society and economy. Photoelectrochemical water splitting is a promising process to generate clean hydrogen fuel. The key to realizing the practical application of PEC water splitting is to develop highly efficient photoelectrodes. Among the various photoelectrodes, those based on TiO₂ as a model system have been actively studied because of their merits of relatively long charge carrier transport length, good stability, no toxicity and low-cost. An intrinsic n-type TiO₂ photoelectrode typically acts as a photoanode, on which the rate-limiting step of water splitting, namely water oxidation involving four electrons, occurs. Therefore, forming an ideal surface structure on the photoelectrode with a large surface area for the adsorption of water molecules and charge carrier transfer is crucial for obtaining high photoelectrochemical water splitting activity. In this talk, our recent progress on developing high-efficiency TiO₂ photoelectrodes by controlling reactive crystal facets, forming mesoporous single crystals, and introducing oxygen vacancies will be introduced. Furthermore, to address the shortcoming of no visible light absorption for TiO₂, a gradient doping of B/N in the framework of TiO₂ was realized to narrow the bandgap of TiO₂ from pristine 3.2 eV to 1.94 eV. The fabricated photoelectrode with red TiO₂, B/N codoped TiO₂, has the ability of photoelectrochemical water oxidation under the irradiation of visible light with wavelength up to 700 nm. On the other hand, two visible light photoelectrodes of Ta₃N₅ and Cu₂O modified with suitable co-catalysts were developed to realize stable and high-efficiency photoelectrochemical water splitting.