In this work, we comprehensively study the electronic and photocatalytic properties of single-layer and multilayer bismuth oxyhalides BiOX (X=Cl, Br, and I) sheets by means of extensive density functional theory, which have been successfully synthesized in the previous experimental studies. Our computational simulations show that single-layer BiOX sheets possess indirect band gap, suitable band edge alignments, and pronounced optical properties, suggesting that they can be utilized as photocatalysts for splitting H₂O into H₂ and O₂ from theoretical aspects. In the case of multilayer BiOX sheets, some primary physical properties determined the photocatalytic performance are rather robust, almost independent of the layer number. According to these calculated results, we are optimistic that BiOX sheets, especially for single-layer BiOI, have great chances to be used for photocatalytic water splitting.