The electrodes in photoelectrochemical cells responsible for the generation of hydrogen and oxygen by water splitting have been intensively studied because of their high photon-to-electron conversion efficiency. The morphology of nanostructures with these high-efficiency electrodes was systematically compared with the morphology of ZnO structures with vertically aligned nanorod arrays (NA), hollow hemisphere arrays (HA), urchin-like (UL) nanorod arrays, and thin films (TF). The UV-vis light absorption, photoresponse (current-voltage characteristics in the dark and under light), and photoelectrochemistry of the electrodes were measured. The highest photon-to-electron conversion efficiency of 65% at a specific UV wavelength for an electrode with a ZnO UL structure was derived from the UL morphology of high light-trapping efficiency and carrier collection efficiency. The UL morphology also produced a photon-to-electron conversion efficiency of 4.5% under a solar simulator by CdS-sensitization of the ZnO UL electrode. The value was the highest observed thus far among the ZnO-based electrodes. We demonstrated that photoresponse measurement is a practical and simple technique for the estimation of the photon-to-electron conversion efficiency of an electrode.