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This paper describes two different processes to synthesize vertically aligned hematite nanorod and nanotube arrays, respectively, on a conductive substrate by the electrochemical deposition method with the help of an anodized aluminum oxide nanotemplate. The two types of nanostructured hematite were used as the photoanode for photoelectrochemical cells. The hematite nanotubes exhibited much higher photoelectrochemical activity than the hematite nanorods, including an improved photocurrent density, more negative onset potential, better photon harvesting, and better charge carrier transfer ability. The observed behavior may offer new information to enhance the photocatalytic ability of hematite, which is considered to be one of the best photoanode materials in the research field of photoelectrochemical cells.