CdS has been widely used to modify TiO2-based photoanodes for photoelectrochemical (PEC) water splitting. Due to the poor interface contact between chalcogenides and oxides, however, such CdS modified TiO2 materials usually exhibit inefficient separation and transport of charges, leading to an unsatisfactory efficiency during the PEC water splitting process. Addressing this issue, we herein report a CdS/TiO2 nanotube array (CdS/TNA) photoanode that was fabricated through a successive ion layer absorption and reaction (SILAR) method with an additional subsequent annealing. This post-annealing process is essential to enhance the interface contact between the CdS and the TNAs, resulting in an accelerated transfer of photogenerated electrons from the CdS to the TNAs. In addition, the post-annealing also improves the light absorption capability of the CdS/TNA photoanode. The simultaneous enhancement of charge transport and light absorption provided by the post-annealing is essential for improving the PEC performance of the CdS/TNA photoanode. The CdS/TNA photoanode obtained by this strategy exhibits a much enhanced PEC performance in water splitting, and its photocurrent density and solar-to-hydrogen conversion efficiency could reach 4.56 mA cm−2 at 1.23 V vs. reversible hydrogen electrode and 5.61%, respectively. This simple but effective route can provide a general strategy for obtaining high-performance oxide-based photoelectrodes.