This contribution shows the potential of cold gas spraying for the production of photoelectrodes employing photoelectrocatalysts for the water oxidation reaction. Conventional methods of coating usually employ sol-gel methods and calcination to obtain a good binding of the coating to the substrate. In cold gas spraying, particles are accelerated to high velocities by a pressurized gas. Nitrogen is used as process gas, preheated and then expanded in a De Laval type nozzle. On impact with the substrate the particles deform, break up and build an efficient interface to the back contact (as revealed, for example, by scanning electron microscopy). Cold gas spraying is a method for the direct bonding of particles to a substrate and does not require additives that have to be removed e.g. by a calcination step. Thereby it allows the direct fabrication of a working electrode ensemble. In our initial experiments, the state-of-the-art photocatalyst titanium dioxide (TiO2) was explored. The cold-gas-sprayed coatings revealed significantly higher activities for the oxygen evolution reaction (OER), as compared to films derived from wet-chemical processes. Due to the demand for photocatalysts with band gap suitable for visible light absorption, this approach was extended to the promising catalyst material hematite. In correlation with photoelectrochemical measurements, the operating parameters of the cold gas spray process are discussed in terms of their influence on the photocatalytic properties of the semiconductor.