As resource depletion and environmental issues intensify simultaneously, the demand for long-term sustainable energy conversion technologies is growing. Photoelectrochemical (PEC) systems, which convert solar energy into storable chemical energy, have emerged as a promising approach for producing hydrogen and high-value-added chemicals. To overcome the intrinsic limitations of single-component semiconductor photoelectrodes, heterojunction structures which combine semiconductors with different electronic structures have been introduced, enabling a functional separation between light absorption and redox reactions. However, controlling band alignment is insufficient to address the transport pathways and recombination issues of photoexcited charge carriers. Consequently, structural strategies that integrate nanostructure with heterojunctions have recently emerged as a significant alternative. Nanostructured heterojunctions can simultaneously enhance charge separation and transport by shortening charge migration distances and expanding the effective reaction interface. Hydrothermal and solvothermal synthesis methods offer the advantage of precisely controlling nanostructure morphology and interfaces under relatively mild reaction conditions. These methods provide a crucial foundation for exploring the structure-performance correlation in various photoelectrochemical reactions, including water splitting, CO₂ reduction, and organic oxidation reactions. In this review, we systematically summarize the design strategies and structural characteristics of heterojunction nanostructures synthesized primarily via hydrothermal and solvothermal methods, with a focus on charge separation and charge transport in photoelectrochemical reactions.