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Conceptually new research on dye-sensitized photoelectrochemical cells (DS-PECs), through which solar-driven water splitting to generate solar fuel in the form of hydrogen is realized, has attracted growing interest in the past few years. DS-PECs are based on the configurations of dye-sensitized solar cells (DSCs), but with an aim to drive the two half reactions of water splitting at physically separated two compartments (electrodes) rather than to generate electrical power. Herein, we review some of the recent advances in the design and construction of functional DS-PECs for visible light-driven water splitting together with some comments on the performance of these devices. Future challenges towards the development of more efficient dye-sensitized photoelectrochemical devices are addressed in the end.