This review concerns the efficient conversion of sunlight into chemical fuels through the photoelectrochemical splitting of water, which has the potential to generate sustainable hydrogen fuel. In this review, we discuss various photoelectrode materials and relative design strategies with their associated fabrication for solar water splitting. Factors affecting photoelectrochemical performance of these materials and designs are also described. The most recent progress in the research and development of new materials as well as their corresponding photoelectrodes is also summarized in this review. Finally, the research strategies and future directions for water splitting are discussed with recommendations to facilitate the further exploration of new photoelectrode materials and their associated technologies.