Due to increasing environmental pollution and rising energy demand, the need for clean energy is increasingly urgent. As an example of sustainable and clean energy, hydrogen (H2) has received a lot of interest in the last few years. Photoelectrochemical water splitting (PEC) represents one of the most advanced and promising technologies for generating hydrogen in an easy, inexpensive and durable way. The development and fabrication of metal oxides-based photocathodes and photoanodes have attracted a great interest for photoelectrochemical water splitting owing to their numerous benefits including enhanced light absorption capacity, outstanding photo-electrochemical stability, greater charge separation efficiencies, low cost. Over the last decades there have been considerable processes carried out to develop metal oxides for PEC water splitting. This review summarizes some of the recent progress in the use of metal oxides (Fe2O3, ZnO, CuO, Co3O4) as photoelectrodes for PEC water splitting, as well as strategies to improve their photoelectrocatalytic performances like morphological engineering, heterojunctions and doping techniques.