Orthorhombic (K,Na)NbO3 (KNN) nanorod arrays with the -orientation were grown on SrTiO3 substrates by the hydrothermal method. The nanorods exhibited greatly enhanced piezoelectric performance, with the d33 piezoelectric coefficient increasing from 140 pm/V to 360 pm/V, after annealing in oxygen at temperatures ranging from 500 °C to 800 °C. The high temperature annealing process was accompanied by severe volatilization of K, which modified the K/Na ratio closer to 1:1. Thus, orthorhombic-tetragonal (O-T) phase boundaries appeared, which improved the piezoelectric property. Moreover, surface oxygen vacancies were passivated in the high-temperature oxygen atmosphere, which would reduce the charge density in the nanorods and contribute to the enhanced piezoelectricity. Therefore, excellent piezoelectricity in the KNN nanorod arrays was driven by the combination of the O-T phase boundaries and the oxygen vacancy passivation. This work demonstrates that KNN has great potential in piezoelectric materials area.