Some recent studies mainly addressing the preparation and the modification of nanostructured thin films based on WO₃ and their application to photoelectrolysis of aqueous electrolytes are reviewed with the aim of rationalizing the main factors at the basis of an efficient photoanodic response. WO₃ represents one of the few materials which can achieve efficient water photo-oxidation under visible illumination, stably operating under strongly oxidizing conditions; thus the discussion of the structure-related photoelectrochemical properties of WO₃ thin films and their optimization for achieving almost quantitative photon to electron conversion constitutes the core of this contribution.