Nanostructured molybdenum oxide (α‐MoO3) thin film photoelectrodes were synthesised by anodisation. Upon band gap‐excitation by light illumination, α‐MoO3 is able to store a portion of the excited charges in its layered structure with the simultaneous intercalation of alkali cations. The stored electrons can be discharged from α‐MoO3 for utilisation under dark conditions, and α‐MoO3 is able to recharge itself with successive illuminations to behave as a ‘self‐photo‐rechargeable’ alkali‐ion battery. The alteration of the anodisation pH allowed the crystal structure and oxygen vacancy concentrations of α‐MoO3 to be modulated to achieve (i) a distorted MoO6 octahedra for enhanced charge separation and storage, (ii) a layered structure with a greater exposed (010) crystal face for rich and reversible ion intercalation and (iii) a highly crystalline thin film that suppresses electron–hole pair recombination. Overall, the larger MoO6 octahedral distortion in α‐MoO3 at a higher pH favours charge storage, whereas smaller octahedral distortion at a lower pH leads to anodic photocurrent enhancement.