In order to ameliorate the poor charge transfer characteristics of hematite (alpha-Fe2O3) photoanodes for photoelectrochemical (PEC) water splitting, heterojunction formation with pCaFe2O4 is attempted. Here, we report the in situ construction of a highly crystalline p-CaFe2O4 shell on the surface of n-Ta:Fe2O3 nanorods to form Ta:Fe2O3@CaFe2O4 core-shell nanorod p-t-n heterojunction photoanodes with a transition layer (t) between them by a combined strategy of hybrid microwave annealing (HMA) and in situ Ta doping. The successful fabrication of the elaborate heterostructure is due to effective crystallization of p-CaFe2O4 by HMA and prevention of Ca diffusion by already doped Ta atoms in hematite. The optimized Ta:Fe2O3@CaFe2O4 photoanode loaded with the FeNiOx cocatalyst achieves a photocurrent density of 2.70 mA cm-2, a low onset potential of 0.63 VRHE, and long-time stability in PEC water oxidation at 1.23 VRHE under 100 mW cm-2 solar irradiation, which represent marked improvements over bare hematite photoanodes and already reported hematite-based heterojunction photoanodes.