Oxygen vacancies have been treated as an important material engineering tool to enhance catalytic performance; for instance, oxygen vacancies suppress charge recombination at the Schottky interface, and thus, the photocurrent can be improved. In this regard, the gradient distribution of oxygen vacancies in n‐type metal oxides produces the ideal band structure for minimizing e−/h+ recombination by efficient hole extraction; however, its achievement remains a daunting challenge. Here, a photoelectrochemical (PEC)‐driven “self‐purification” process is suggested, which can effectively generate a gradient distribution of oxygen vacancies in the thickness range of ≈9.5 nm. As a result, a charge transport efficiency of >95% can be achieved by efficient hole migration from the photoanode to the electrolyte. This unique protocol is expected to provide an advanced metal oxide photocatalyst and photoelectrochemical electrode that exhibit superior photocatalytic performance with enhanced charge separation.