The utilization of solar energy into photoelectrochemical (PEC) water splitting is a popular approach to store the sustainable energy and minimize the dependence of fossil fuels. Herein, multi-layer BiVO4 films were synthesized by multi-cycle electrodeposition following by annealing at high temperature. Multi-layer BiVO4 films have monoclinic scheelite structure, and the morphology is changed from densely compact film to sponge-like network, and then bulk structure with the increase of electro-deposited layers. X-ray photoelectron spectra indicate the presence of abundant oxygen vacancies and V4+ species in multi-layer BiVO4, especially for 3-layer one. For visible-light PEC performance, 3-layer BiVO4 shows the highest photocurrent among the samples, i.e. up to 5.80 mA/cm(2) in sulfite oxidation and 1.79 mA/cm(2) in water splitting at 1.23 V versus a reverse hydrogen electrode (RHE) under 1 sun irradiation (100 mW/cm(2)), with very high IPCE achieved nearly 83% and 25% (at 420 nm), respectively. The extremely high PEC performance of 3-layer BiVO4 is attributed to its morphology of sponge-like network and the modulated band structure by the oxygen vacancies and V4+ species. Moreover, the multi-layer BiVO4 also shows very high photostability. This work provides a multi-layer-construction method for highly visible-light-active PEC anodes for practical applications.