For the first time a ZnO nanorod-based Z-scheme heterostructure system was proposed and realized for efficient photoelectrochemical water splitting. The samples were prepared by depositing a thin layer of SnO2 on the Au surface of Au particle-decorated ZnO nanorods. For ZnO-Au-SnO2 nanorods, the embedded Au can mediate interfacial charge transfer by promoting electron transfer from the conduction band of SnO2 to the valence band of ZnO. This vectorial charge transfer resulted in the situation that the photoexcited electrons accumulated at ZnO while the photogenerated holes concentrated at SnO2, giving ZnO-Au-SnO2 substantially high redox powers. Time-resolved photoluminescence spectra suggested that the interfacial charge transfer across the ZnO/Au/SnO2 interface was significantly improved as a result of the Z-scheme charge transfer mechanism. With the substantially high redox powers and significantly improved interfacial charge transfer, ZnO-Au-SnO2 nanorods performed much better as a photoanode in photoelectrochemical water splitting than pristine ZnO, plasmonic Au-decorated ZnO and type-II SnO2-coated ZnO nanorods did. The present study has provided a viable approach to exploit Z-scheme photoanodes in the design of efficient artificial photosynthesis systems for solar energy conversion.