Photoelectrochemical water splitting is an attractive approach for producing green hydrogen energy from solar energy. CuWO4 has emerged as a promising candidate for photoanode, due to its favorable band gap and remarkable stability. However, its application is limited by poor charge transfer capability. To address this issue, we employed a simple spin coating method to introduce a gradient distribution of Mo in the bulk of CuWO4 film, and Ni was doped in the outermost layer. The gradient concentration of surficial forward Ni and interior reversed Mo creates stepwise energy bands and continuous band bending, which facilitates the separation of photogenerated carriers and suppresses charge-carrier recombination. The CuWO-grad-MoNi photoanode exhibited a photocurrent of 0.85 mA/cm2 at 1.23 V vs. RHE with high stability, which is 2.2 times that of unmodified CuWO4. This approach provides a means to construct stepwise energy bands and obtain photoelectrodes with enhanced charge transfer and separation.