BiVO4‐based photoanode is one of the most promising photoanodes for photoelectrocatalytic water splitting. However, the serious problem of interface charge recombination limits its further development. Here, a Mo:BiVO4/NiOx/CPF‐TCzB/NiCoBi photoanode is constructed with double hole transport layer and an energy level gradient to achieve an effective photo‐generated holes extraction and accumulation at the surface electrocatalyst. The conjugated polycarbazole framework CPF‐TCzB is used as hole transport layer to eliminate the charge recombination center between Mo:BiVO4 and NiCoBi electrocatalyst and realize the extraction and storage of photo‐generated hole; NiOx nanoparticles are further inserted between Mo:BiVO4 and CPF‐TCzB to form a gradient energy level, eliminating the energy level barrier and optimizing band alignment. As a result, Mo:BiVO4/NiOx/CPF‐TCzB/NiCoBi achieves a much higher photocurrent densities of 3.14 mA cm−2 than that of Mo:BiVO4 (0.42 mA cm−2) at 0.6 V versus RHE. This work provides an specific way to adjust the band structure of BiVO4‐based photoanodes and realize efficient hole extraction and storage for PEC water splitting.