Bismuth vanadate (BVO) can be used for photoelectrochemical (PEC) water splitting to hydrogen. However, suffering from its high charge-recombination and slow surface catalytic reaction, the PEC performance is far below the expectation, and the modification of the co-catalysts only on the electrode cannot overcome this disadvantage. Here, we report FeNiO_x cocatalyst decorated on the BVO photoanode, which can restrict the onset potential and improve the PEC performance. Moreover, a more effective dual modified-BVO photoanode is formed, with the loading of g-C₃N₄ before decoration of FeNiO_x cocatalyst. The type-II p-n heterojunction composed by g-C₃N₄ nanosheets and BVO, can inhibit recombination of photogenerated charge, and promote the separation of charge effectively at the electrode. Results show that the charge separation efficiency of the electrode reaches 88.2% after the insertion of g-C₃N₄, which is nearly 1.5 times that of BVO/FeNiO_x (60.6%). Moreover, surface charge injection efficiency of the dual-modified BVO/g-C₃N₄/FeNiO_x electrode reaches 90.2%, while the current density reaches 4.63 mA∙cm^-2 at 1.23 V (vs. RHE). This work provides a facile approach to develope high performance photoanodes for PEC water splitting.