MgO modified TiO2/WO3 dual-layer photocatalysts (DLP) was synthesized by radio-frequency magnetron sputtering (RFMS). The influences of MgO on the properties and the performance of the prepared DLP were investigated. MgO modified TiO2 thin films were characterized by instrumental analysis such as XRD, AFM, SEM-EDS, and UV-visible absorption spectrometry. Their photoactivity was assessed by conducting photovoltammetry followed by splitting water in a twin-cell reactor, where hydrogen gas and oxygen gas were produced separately. The yield of H2 and O2 in the twin-cell reactor corresponded to the photovoltammetry results, indicating that MgO can significantly improve the photoactivity of DLP. The improvement is attributed primarily to the hygroscopic Nature of MgO, which can increase the amount of H2O molecules on the surface of TiO2 for carrying out the photoreaction. In addition, the incorporated MgO layer can also act as an insulator to suppress the electron leakage that occurred at the TiO2-water interface.