This study reports on the successful synthesis of MoO3-x@MoS2 (x = 0, 1) nanostructure via a one-step hydrothermal combined with the annealing method, which resulted in a well-defined nanoparticle diameter of 280–320 nm and a nanoflake thickness of 12–20 nm. X-ray diffraction analysis confirmed the presence of a hexagonal crystal phase of MoS2, monoclinic MoO2, and orthorhombic α–MoO3 phases belonging to the P63/mmc, P21/c space group, and Pnma space groups, respectively. Thermal annealing resulted in a phase change from MoS2 to MoO3, MoO2, and Mo2S3, resulting in a bilayer structure of MoO3–x@MoS2 and MoS2@Mo2S3 with more catalytic activity sites. We also propose the synthesis of a shelf–hybrid MoO3–x@MoOxSy nanosheet@nanoflake for potential use in photoelectrochemical (PEC) devices. The resulting MoO3–x@MoS2-based photoanode exhibited a well-separated nanostructure that could be compatible with the MoO3–x@MoS2 nanosheet@nanoflake-based PEC device. The PEC measurements revealed a maximum photocurrent density (J) of 1.75 mA cm–2 at 0.52 V (versus RHE), highlighting the excellent performance of our new nanostructure in the PEC application.