In the present work, TiO2/ZnO hybrid nanosponges have been synthesized for the first time. First, TiO2 nanosponges were obtained by anodization under hydrodynamic conditions in a glycerol/water/NH4F electrolyte. Next, in order to achieve the anatase phase of TiO2 and improve its photocatalytic behaviour, the samples were annealed at 450 °C for 1 h. Once the TiO2 nanosponges were synthesized, TiO2/ZnO hybrid nanosponges were obtained by electrodeposition of ZnO on TiO2 nanosponges using different temperatures, times, and concentrations of zinc nitrate (Zn(NO3)2). TiO2/ZnO hybrid nanosponges were used as photoanodes in photoelectrochemical water splitting tests. The results indicate that the photoelectrochemical response improves, in the studied range, by increasing the temperature and the Zn(NO3)2 concentration during the electrodeposition process, obtaining an increase in the photoelectrochemical response of 141% for the TiO2/ZnO hybrid nanosponges electrodeposited at 75 °C with 10 mM Zn(NO3)2 for 15 min. Furthermore, morphological, chemical, and structural characterization was performed by Field Emission Scanning Electron Microscopy (FE-SEM) with Energy Dispersive X-Ray spectroscopy (EDX), Raman Confocal Laser Spectroscopy, X-Ray Photoelectron Spectroscopy (XPS), and Grazing Incidence X-Ray Diffraction (GIXRD).