Hydrogen (H-2) has a significant potential to enable the global energy transition from the current fossil-dominant system to a clean, sustainable, and low-carbon energy system. While presently global H-2 production is predominated by fossil-fuel feedstocks, for future widespread utilization it is of paramount importance to produce H-2 in a decarbonized manner. To this end, photoelectrochemical (PEC) water splitting has been proposed to be a highly desirable approach with minimal negative impact on the environment. Both semiconductor light-absorbers and hydrogen/oxygen evolution reaction (HER/OER) catalysts are essential components of an efficient PEC cell. It is well documented that loading electrocatalysts on semiconductor photoelectrodes plays significant roles in accelerating the HER/OER kinetics, suppressing surface recombination, reducing overpotentials needed to accomplish HER/OER, and extending the operational lifetime of semiconductors. Herein, how electrocatalyst coupling influences the PEC performance of semiconductor photoelectrodes is outlined. The focus is then placed on the major strategies developed so far for semiconductor/electrocatalyst coupling, including a variety of dry processes and wet chemical approaches. This Review provides a comprehensive account of advanced methodologies adopted for semiconductor/electrocatalyst coupling and can serve as a guideline for the design of efficient and stable semiconductor photoelectrodes for use in water splitting.