Nanostructured thin films of CeO2 sensitized by overlayering thin layers of Cu2O with varying thickness have been studied for the first time as photoelectrode in photo electrochemical (PEC) water splitting. Effective mass calculations for electrons and holes in bulk CeO2 and Cu2O using first principles based on Density Functional Theory (DFT) have also been attempted to explain the enhanced charge separation at CeO2/Cu2O hetero-junction interface. All samples were characterized by X-ray diffractometer (XRD), Scanning Electron Microscope (SEM), Atomic Force Microscopy (AFM) and UV-Visible spectrophotometer. The photoelectrochemical activity of the samples was investigated in a three electrode quartz cell system and maximum photocurrent density of 2.89 mA cm(-2) at 0.7 V/ SCE was obtained for the CeO2/Cu2O heterojunction with overall thickness of 397 nm. Improved conductivity and better separation of the photogenerated charge carriers at the CeO2/Cu2O heterojunction as compared to individual components may be responsible for the higher photocurrent density. The possible mechanism for the enhanced photocurrent density has been explained using heterojunction model based on density functional theory calculations. (C) 2016 Hydrogen Energy Publications LLC. Published by Elsevier Ltd. All rights reserved.