Photoelectrochemical (PEC) water splitting for hydrogen evolution has been considered as a promising technology to solve the energy and environmental issues. However, the solar-to-hydrogen (STH) conversion efficiencies of current PEC systems are far from meeting the commercial demand (10%) due to the lack of efficient photoelectrode materials. The recent rapid development of defect engineering of photoelectrodes has significantly improved the PEC performance, which is expected to break through the bottleneck of low STH efficiency. In this review, the category and the construction methods of different defects in photoelectrode materials are summarized. Based on the in-depth summary and analysis of existing reports, the PEC performance enhancement mechanism of defect engineering is critically discussed in terms of light absorption, carrier separation and transport, and surface redox reactions. Finally, the application prospects and challenges of defect engineering for PEC water splitting are presented, and the future research directions in this field are also proposed.