A photoelectrode of WO₃ nanosheet@BiVO₄ nanoparticle heterostructured arrays (WO₃@BiVO₄ HAs) on a transparent F-doped SnO₂ glass substrate was designed and manufactured using a hydrothermal and subsequent stepwise spin-coating process. The size and the distribution of BiVO₄ nanoparticles on the surface of WO₃ NSs can be regulated by the number of the stepwise spin-coating cycles. SEM, UV–vis, TEM, and XPS were used to characterize the obtained samples. The PEC performance can be optimized by controlling the number of the stepwise spin-coating cycles. The results of the photoelectrochemical (PEC) measurements display that the WO₃@BiVO₄ HA photoelectrodes obtained at 8 cycles showed a higher photocurrent density (about 3.5 times higher than that of the bare WO₃ nanosheet array (NSA) photoelectrodes), lower charge transfer resistance (from 4019 to 904 Ω cm²), improved electron-hole pair life (from 1 to 50.36 ms), and higher monochromatic photon-to-electron conversion efficiency (from 9 to 38.8%). The remarkable enhancement of the PEC performance may be due to the enhanced light capture, the large contact area with the electrolyte, and the improvement of charge transfer and separation by synergizing the band structure, morphology of photoelectrode, and the reasonable modification of BiVO₄ nanoparticles using a stepwise spin-coating process.