Oxygen vacancies are a double-edged sword for photoelectrochemical (PEC) devices and a comprehensive understanding on their role in PEC processes is important. Although there is existing work that illustrates their effect on PEC processes, clarifying the influence of surface and bulk oxygen vacancies, respectively, on the PEC performance is challenging. Herein, we present the fabrication of WO₃ photoanodes with tunable bulk and surface oxygen vacancy with a novel two-step flame heating approach that is proving to be a powerful platform for this purpose. We found that both the conductivity and trapping state density of the WO₃ photoanode increase with bulk oxygen vacancy density, leading to a volcano-like relationship between the kinetics of charge separation/transport and bulk oxygen vacancy density. Moreover, both the interfacial charge transfer rate constant and the charge recombination rate constant on the surface of the WO₃ photoanode increase with surface oxygen vacancy density, which also leads to a volcano-like relationship between the charge injection efficiency and surface oxygen vacancy density. By tuning the surface and bulk oxygen vacancy density simultaneously, the PEC performance of the WO₃ photoanode was increased by ca. 10 times, which illustrates the strength of delicate oxygen vacancy engineering in optimizing PEC devices.