In this study, we investigated sulfate-modified BiVO4 with the high photocatalytic activity synthesized by a sol-gel method in the presence of thiourea, followed by the annealing process at different temperatures. Its structure was characterized by thermal gravimetric analysis (TGA), powder X-ray diffraction (XRD), Raman spectroscopy, scanning electron microscopy/energy-dispersive X-ray spectroscopy (SEM/EDS), X-ray photoelectron spectroscopy (XPS), and ultraviolet-visible diffuse reflectance spectroscopy (UV-Vis DRS). The BiVO4 synthesized in the presence of thiourea and calcined at 600 °C (T-BVO-600) exhibited the highest photocatalytic degradation efficiency of methylene blue (MB) in water; 98.53% MB removal was achieved within 240 min. The reaction mechanisms that affect MB photocatalytic degradation on the T-BVO-600 were investigated via an indirect chemical probe method, using chemical agents to capture the active species produced during the early stages of photocatalysis, including 1,4-benzoquinone (scavenger for O2−), ethylenediaminetetraacetic acid disodium salt (scavenger for h+), and tert-butanol (scavenger for HO•). The results show that holes (h+) and hydroxyl radicals (HO•) are the dominant species of MB decomposition. Photoluminescence (PL) measurement results of terephthalic acid solutions in the presence of BiVO4 samples and BiVO4 powders confirm the involvement of hydroxyl radicals and the separation efficiency of electron-hole pairs in MB photocatalytic degradation. Besides, the T-BVO-600 exhibits good recyclability for MB removal, achieving a removal rate of above 83% after five cycles. The T-BVO-600 has the features of high efficiency and good recyclability for MB photocatalytic degradation. These results provide new insight into the purpose of improving the photocatalytic activity of BiVO4 catalyst.