Sluggish oxygen evolution reactions on photoanode surfaces severely limit the application of photoelectrochemical (PEC) water splitting. The loading of cocatalysts on photoanodes has been recognized as the simplest and most efficient optimization scheme, which can reduce the surface barrier, provide more active sites, and accelerate the surface catalytic reaction kinetics. Nevertheless, the introduction of cocatalysts inevitably generates interfaces between photoanodes and oxygen evolution cocatalysts (Ph/OEC), which causes severe interfacial recombination and hinders the carrier transfer. Recently, many researchers have focused on cocatalyst engineering, while few have investigated the effect of the Ph/OEC interface. Hence, to maximize the advantages of cocatalysts, interfacial problems for designing efficient cocatalysts are systematically introduced. In this review, the interrelationship between the Ph/OEC and PEC performance is classified and some methods for characterizing Ph/OEC interfaces are investigated. Additionally, common interfacial optimization strategies are summarized. This review details cocatalyst‐design‐based interfacial problems, provides ideas for designing efficient cocatalysts, and offers references for solving interfacial problems.