In the realm of photoelectrocatalytic (PEC) water splitting, the BiVO4/WO3 photoanode exhibits high electron–hole pair separation and transport capacity, rendering it a promising avenue for development. However, the charge transport and reaction kinetics at the heterojunction interface are suboptimal. This study uses the hydrothermal–electrodeposition–dip coating–calcination method to prepare a microcrystalline WO3 photoanode thin film as the substrate material and combines it with nanocrystalline BiVO4 to form a micro–nano-structured heterojunction photoanode to enhance the intrinsic and surface/interface charge transport properties of the photoanode. Under the condition of 1.23 V vs. RHE, the photoelectric current density reaches 1.09 mA cm−2, which is twice that of WO3. Furthermore, by using a simple impregnation–mineralization method to load the amorphous FeOOH catalyst, a noncrystalline–crystalline composite structure is formed to increase the number of active sites on the surface and reduce the overpotential of water oxidation, lowering the onset potential from 0.8 V to 0.6 V (vs. RHE). The photoelectric current density is further increased to 2.04 mA cm−2 (at 1.23 V vs. RHE). The micro–nano-structure and noncrystalline–crystalline composite structure proposed in this study will provide valuable insights for the design and synthesis of high-efficiency photoelectrocatalysts.