This review presents the latest processes for designing anode materials to improve the efficiency of water photolysis. Based on different contributions towards the solar-to-hydrogen efficiency, we mainly review the strategies to enhance the light absorption, facilitate the charge separation, and enhance the surface charge injection. Although great achievements have been obtained, the challenges faced in the development of anode materials for solar energy to make water splitting remain significant. In this review, the major challenges to improve the conversion efficiency of photoelectrochemical water splitting reactions are presented. We hope that this review helps researchers in or coming to the field to better appreciate the state-of-the-art, and to make a better choice when they embark on new research in photocatalytic water splitting.