Growth of semiconductor heterojunction nanoarrays directly on conductive substrates represents a promising strategy toward high‐performance photoelectrodes for photoelectrochemical (PEC) water splitting. By controlling the growth conditions, heterojunction nanoarrays with different morphologies and semiconductor components can be fabricated, resulting in greatly enhanced light‐absorption properties, stabilities, and PEC activities. Herein, recent progress in the development of self‐supported heterostructured semiconductor nanoarrays as efficient photoanode catalysts for water oxidation is reviewed. Synthetic methods for the fabrication of heterojunction nanoarrays with specific compositions and structures are first discussed, including templating methods, wet chemical syntheses, electrochemical approaches and chemical vapor deposition (CVD) methods. Then, various heterojunction nanoarrays that have been reported in recent years based on particular core semiconductor scaffolds (e.g., TiO2, ZnO, WO3, Fe2O3, etc.) are summarized, placing strong emphasis on the synergies generated at the interface between the semiconductor components that can favorably boost PEC water oxidation. Whilst strong progress has been made in recent years to enhance the visible‐light responsiveness, photon‐to‐O2 conversion efficiency and stability of photoanodes based on heterojunction nanoarrays, further advancements in all these areas are needed for PEC water splitting to gain any traction alongside photovoltaic‐electrochemical (PV‐EC) systems as a viable and cost‐effective route toward the hydrogen economy.