This review focuses on introducing and explaining electrodepostion mechanisms and electrodeposition-based synthesis strategies used for the production of catalysts and semiconductor electrodes for use in water-splitting photoelectrochemical cells (PECs). It is composed of three main sections: electrochemical synthesis of hydrogen evolution catalysts, oxygen evolution catalysts, and semiconductor electrodes. The semiconductor section is divided into two parts: photoanodes and photocathodes. Photoanodes include n-type semiconductor electrodes that can perform water oxidation to O2 using photogenerated holes, while photocathodes include p-type semiconductor electrodes that can reduce water to H2 using photoexcited electrons. For each material type, deposition mechanisms were reviewed first followed by a brief discussion on its properties relevant to electrochemical and photoelectrochemical water splitting. Electrodeposition or electrochemical synthesis is an ideal method to produce individual components and integrated systems for PECs due to its various intrinsic advantages. This review will serve as a good resource or guideline for researchers who are currently utilizing electrochemical synthesis as well as for those who are interested in beginning to employ electrochemical synthesis for the construction of more efficient PECs.