Composite of rare earth oxides with TiO2 nanotube arrays can effectively modify the photoelectrochemical (PEC) behavior of TiO2. A CeO2/TiO2 heterojunction was prepared by loading CeO2 nanoparticles on anodized TiO2 nanotube (TNT) arrays for PEC water splitting. The CeO2/TNT electrode exhibited a high photocurrent density of 2.11 mA·cm–2, 4.3 times that of pure TNT (0.49 mA·cm–2) at 1.23 V vs RHE under AM 1.5G light. And CeO2/TNT realized a high PEC H2 evolution rate of 17.86 μmol/h, 4.5 times that of pure TNT at 1.55 V vs RHE. The effective performance of the CeO2/TNT electrode could be attributed to its reasonable band gap structure facilitating visible light absorption and efficient charge transfer, inhibiting the recombination of electron/hole pairs. This work confirms the successful construction of CeO2/TiO2 heterojunction on TNT arrays for improving the PEC performance of TiO2 for H2 production.