In this work, water electrolysis over α-MoO3 and h-MoO3 is investigated, and methylene blue (MB) and urea are added to further improve the electrocatalytic activity. α-MoO3 shows a higher activity than h-MoO3 for water electrolysis, which is mainly ascribed to Jahn–Teller effect of α-MoO3. When adding urea and MB, the anodic current density of α-MoO3 reach 310.98 and 403.72 mA/cm2 at 393 mV, which is 5.2 and 7.1 times higher than that (50.08 mA/cm2) in KOH electrolyte solution, respectively. It is proposed that the anodic oxidations of MB and urea are easier than water oxidation, thus increasing the anodic current greatly. Most importantly, the overpotential of hydrogen evolution reaction is also decreased obviously by MB and urea. At 40 mA/cm2, the cell voltages of urea/KOH (1.611 V) and MB/KOH (1.597 V) systems have decreased by 16.53% and 17.56%, compared with the KOH system (1.93 V), respectively. It is seen the system is energy-saving obviously. The innovative design can not only efficiently produce hydrogen but also can degrade environmental pollutants concurrently.