We report on the fabrication and characterization of a novel Cu2O/CuO heterojunction structure with CuO nanorods embedded in Cu2O thin film as an efficient photocathode for photoelectrochemical (PEC) solar water splitting. A CuO nanorod array was first prepared on an indium-tin-oxide-coated glass substrate via a seed-mediated hydrothermal synthesis method; then, a Cu2O thin film was electrodeposited onto the CuO nanorod array to form an oxide semiconductor heterostructure. The crystalline phases and morphologies of the heterojunction materials were examined using X-ray diffraction and scanning electron microscopy, as well as Raman scattering. The PEC properties of the fabricated Cu2O/CuO heterojunction photocathode were evaluated by photocurrent conversion efficiency measurements under white light illumination. From the observed PEC current density versus voltage (J-V) behavior, the Cu2O/CuO photocathode was found to exhibit negligible dark current and high photocurrent density, e.g. −1.05 mA/cm2 at −0.6 V vs. Hg/HgCl2 in 1 mM Na2SO4 electrolyte, revealing the effective operation of the oxide heterostructure. The photocurrent conversion efficiency of the Cu2O/CuO photocathode was estimated to be 1.27% at −0.6 V vs. Hg/HgCl2. Moreover, the PEC current density versus time (J-T) profile measured at −0.5 V vs. Hg/HgCl2 on the Cu2O/CuO photocathode indicated a 3-fold increase in the photocurrent density compared to that of a simple Cu2O thin film photocathode. The improved PEC performance was attributed to a certain synergistic effect of the bilayer heterostructure on the light absorption and electron-hole recombination processes.