Coating ion exchange membranes with polyelectrolyte has been proven to be a cheap way to reduce concentration polarization and increase limiting current (for polyelectrolytes carrying fixed groups of the same sign of charge with respect to the membrane bulk), to create high monovalent selectivity, and to add the function of H+/OH− ions generation (for polyelectrolytes bearing fixed groups of the opposite sign of charge with respect to the membrane bulk). In the latter case, the balance between the counterion transport and the H+/OH− ions generation is affected by parameters of the substrate and the modifying layer. In this study we investigated the electrochemical characteristics of homogeneous Neosepta AMX-Sb and heterogeneous MA-41P membranes coated with one, two, or three layers of oppositely charged polyelectrolyte (the maximum thickness of each layer was 5 µm). It was found that the limiting current decreased earlier and the generation of H+/OH− ions was stronger in the case of the heterogeneous membrane. The shift in the pH of the solution depended more on the generation of H+/OH− ions at the modifying layer/solution interface than on the generation at the membrane/modifying layer interface, and in all cases water splitting started in the same range of potential drops over the membrane.