V-, W-containing oxide-phosphate layers on titanium were obtained by plasma electrolytic oxidation (PEO) for 5 min at anode current density i = 0.08 A/cm2 in electrolytes containing 0.05 mol/L Na6P6O18 and 0.1 mol/L (Na2WO4 + NaVO3). The effect of replacing vanadate with tungstate (NaVO3:Na2WO4 = 0:1, 1:3, 1:1, 3:1, and 1:0) was studied on voltage–time responses, PEO coatings surface morphology, composition, optical and photocatalytic properties. The coatings were investigated by X-ray diffraction analysis, scanning electron microscopy, energy-dispersive X-ray microanalysis, X-ray photoelectron spectroscopy, and diffuse reflectance spectroscopy. Under experimental conditions, amorphous coatings with a thickness of 18–27 μm and a surface porosity of 1.5–3.6% were formed. Results show that vanadium (up to 10.5 at. %) and tungsten (up to 5.2 at. %) are incorporated into surface layers in proportion to their concentrations in electrolyte. The main mechanism for the incorporation of V and W into coatings is assumed to be thermolysis of vanadungstophosphate heteropolyoxoanions, while high concentrations of polyphosphate species contribute to the amorphization of coatings and the formation of a titanium phosphate matrix. The band gap of V-containing composites decreases from 2.22 to 1.97 eV as tungsten replaces vanadium. For W-containing composites (V-free ones), the band gap is 3.19 eV. All formed coatings exhibit photocatalytic activity in the degradation of methyl orange (10 mg/LMO, 10 mmol/L H2O2) in a neutral medium (pH 6.8) under visible and UV irradiation. The gradual substitution of vanadium for tungsten in the coatings leads to a decrease in MO degradation (from 87 to 50% and from 32 to 9% under 3-h UV and visible irradiation) with a simultaneous increase in their durability due to a decrease in vanadium leaching. An electrolyte with Na2WO4:NaVO3 = 1:3 is optimal for the formation of photoactive and stable composites. When using composites obtained in this electrolyte, MO conversions are 83 and 31% under UV and visible irradiation, respectively. The mechanism of the photocatalytic action of WO3-V2O5-TiO2 composites is considered, and the role of hydrogen peroxide is discussed.