The exploration of highly efficient oxygen evolution cocatalysts is believed to be an efficient strategy to enhance the photoelectrochemical (PEC) water splitting of hematite (α-Fe2O3) photoanode. Herein, exfoliated CoAl layered double hydroxides (CoAl-LDHs) were successfully decorated on α-Fe2O3 films by using layer-by-layer assembly method with the assistance of common anions (An−), such as NO3−, CO32−, SO42− and PO43−. Results indicated An−-CoAl-LDHs/α-Fe2O3 photoanodes exhibited strong anion-dependent performance for PEC water oxidation. The NO3−, CO32−, SO42− and PO43− engineered CoAl-LDHs/α-Fe2O3 displayed the photocurrent density at 1.23 V in 1 mol L−1 KOH of 1.90, 2.36, 3.19 and 4.30 mA cm−2, which were ca. 2.5, 3.1, 4.2 and 5.6 times that of bare α-Fe2O3 (0.76 mA cm−2) respectively. Experimental studies indicated tetrahedral PO43− and SO42− were much more feasible for the assembly of CoAl-LDHs than that of triangular NO3− and CO32−, thus caused higher electrochemical surface area (ECSA). The anion with higher charge number and the tetrahedral configuration were more beneficial for the charge separation in bulk α-Fe2O3 and the charge transfer between CoAl-LDHs slabs. Mott-Schottky tests suggested p-n heterojunctions were formed at the interface of α-Fe2O3 and CoAl-LDHs, which could inhibit the surface charge recombination and further increase charge separation. As a result, PO43−-CoAl-LDHs/α-Fe2O3 displays the best performance for PEC water oxidation. The strategy of engineering exfoliated CoAl-LDHs with anions on α-Fe2O3 in this work will stimulate us to fabricate highly efficient photoanodes with various anions and LDHs materials.