Nano tungsten oxide (WO₃) particles were synthesized on the surface of graphene (GR) sheets by using a simple sonochemical method. The obtained composite, WO₃@GR, was characterized by X-ray diffraction, N₂ adsorption/desorption analysis, thermo-gravimetric analysis, Raman spectroscopy and UV-vis diffuse reflectance spectra measurements. It was found that chemical bonds between the nano WO₃ particles and the GR sheets were formed. The average particle size of the WO₃ was evidenced to be around 12 nm on the GR sheets. When used as photocatalyst for water splitting, the amount of evolved O₂ from water for the WO₃@GR composite with 40 wt% GR inside was twice and 1.8 times as much as that for pure WO₃ and mixed-WO₃/GR, respectively. The excellent photocatalytic property of the WO₃@GR composite is due to the synergistic effects of the combined nano WO₃ particles and GR sheets. The sensitization of WO₃ by GR enhances the visible light absorption property of WO₃@GR. The chemical bonding between WO₃ and GR minimizes the interface defects, reducing the recombination of the photo-generated electron–hole pairs. Furthermore, the GR sheets in the WO₃@GR composite enhance electrons transport by providing low resistance conduction pathways, leading to improved photo-conversion efficiency. The methodology opens up a new way of obtaining photoactive GR-semiconductor composites for photodissociating water under visible light.