Hematite, with a band gap of 2.0∼2.2 eV suitable for visible light absorption, has emerged to be a promising photoanode material for photoelectrochemical (PEC) catalysis of the oxygen evolution reaction (OER). Herein, we proposed the design and fabrication of a WO3/α‐Fe2O3 core‐shell heterojunction structure, aiming at alleviating the severe mismatch between the relatively long light penetration depth and the extremely short holes diffusion length in α‐Fe2O3. The WO3 nanoarray underlayer is grown directly on the FTO substrate, serving as an effective electron transfer layer and additional light absorber. The α‐Fe2O3 layer is further prepared via spin‐coating and a subsequent calcination process as a thin and uniform shell. The loading amount was regulated with different spin coating times of the precursor. The optimized WO3/α‐Fe2O3 core‐shell nanoarrays display an excellent performance with lower onset potential of 0.65 V vs. RHE and increased photocurrent response of 1.29 mA cm−2 at 1.23 V vs. RHE, much superior than the pristine α‐Fe2O3 or WO3 photoanode. Characterizations demonstrate that both improved light absorption and formation of heterojunction account for the excellent performance. After coating a NiFe‐LDH co‐catalyst layer, the oxygen evolution reaction is further enhanced, and high stability is achieved, benefiting from the efficient charge carrier generation, promoted charge separation in the semiconductor and the rapid consumption of holes for surface reaction.