Bismuth vanadate is one of the most promising photoanodes for photoelectrocatalytic water splitting, however, its photoelectrocatalytic efficiency is still not ideal due to its sluggish kinetic reaction rate. The RhO₂ cocatalyst was loaded on the BiVO₄ thin film photoanode by impregnation method, and the photoelectrochenucal performance of the BiVO₄ photoanode with different RhO₂ loadings was studied. RhO₂ with grain size of 10-25 nm was uniformly loaded on the BiVO₄ film with grain size of 100-250 nm and thickness of 400 nm. The BiVO₄ photoanode with 1.65% RhO₂ (mass percent) showed the best comprehensive performance, of which the visible-light photocurrent density reached 3.81 mA·cm^-2 under 1.23 V (vs. RHE) in 1.0 mol/L Na₂SO₃ (pH8.5) electrolyte, which was 10.58 times higher than that of bare BiVO₄. In the absence of any sacrificial agent, the photoanodes produced hydrogen and oxygen at the same time at the ratio of close to 2 : 1, and the oxygen production rate was 8.22 µmol/(h·cm²). RhO₂ loading effectively improved the surface water oxidation kinetics, so that photogenerated holes could undergo water oxidation reaction more quickly. Meanwhile, the photogenerated carrier recombination was inhibited, significantly improving the photoelectrocatalytic performance. In addition, since holes were more easily extracted from the surface of photoanode into electrolyte solution in the presence of RhO₂ cocatalyst, reducing accumulation on the surface of the photoanode, the BiVO₄/RhO₂ (1.65%) photoanode achieved excellent stability for more than 10 h.