Electrocatalytic water splitting involving the hydrogen evolution reaction (HER) and oxygen evolution reaction (OER) is a crucial and effective pathway to obtain clean and renewable energy resources. The advanced electrocatalysts can significantly reduce the reaction energy barrier to realize high‐efficiency energy conversion. In this regard, noble‐metal catalysts display excellent catalytic performance for the water splitting reaction, but the high cost hinders its large‐scale application. As a low‐cost candidate for noble‐metal catalysts, tungsten oxide is endowed with the variable crystalline phase and adjustable composition, which provide more opportunities to achieve satisfactory catalytic activity by engineering crystal structure and modulating surface electronic states. To promote the reaction activity and stability, some effective strategies have been developed to optimize the surface crystal and electronic structure of tungsten oxide electrocatalysts for overall water splitting. In this review, we especially highlight the latest advances and progress in the exploration of tungsten oxide electrocatalysts for HER and OER, and systematically classify these strategies into several design principles involving adjustable surface morphology, engineering defects, and synergistic catalysis, providing a deep understanding of the relationship between the catalytic activity and crystal structure in the tungsten oxide. Some perspectives are also proposed to guide a rational design of tungsten oxide electrocatalyst for water splitting.