Polymorphic phases of copper pyrovanadate (α- and β-Cu₂V₂O₇) were synthesized by solid state reaction and the mechanisms governing the phase transitions have been highlighted by the ThermoGravimetric Analysis (TGA) and the Differential Scanning Calorimetry (DSC). The thermal evolution of the lattice parameters was determined by high temperature X-ray Diffraction revealing negative thermal expansion coefficients. The thermogravimetric analysis coupled with differential scanning calorimetry was also used to determine the optimal conditions to obtain a dense target in order to produce thin films by the Pulsed Laser Deposition (PLD) technique. Thin films elaborated under different oxygen pressures and temperatures exhibit a β-Cu₂V₂O₇ polycrystalline phase and their band gap indicates absorption in the visible range. These oxides can be used as photoanodes and their photoelectrochemical properties were studied for both bulk (α-Cu₂V₂O₇) and thin films (β-Cu₂V₂O₇), as a function of the wavelength and/or intensity of the luminous flux. The best photocurrent efficiency was obtained under 450 nm illumination. Moreover, in the case of thin films, we have observed a linear evolution of the current density with the luminous flux. Finally, the photostability of thin films was measured and shows a reduction in the photocurrent of 8% after 1 h of measurement. This photocorrosion phenomenon was also highlighted by the elemental mapping performed on thin films by Scanning Electron Microscopy (SEM) coupled with Energy Dispersive X-ray Spectrometry (EDS).