Nanocrystalline semiconductor film electrodes have been prepared by sintering three different sizes of TiO₂ nanoparticle sols on conducting indium-tin-oxide (ITO) glass substrate. The electrochemical and photoelectrochemical properties of the prepared electrodes were comparatively investigated. The particle sizes, surface morphologies and crystallinities of the films were studied by scanning electron microscopy, transmission electron microscopy, and X-ray diffraction. Cyclic voltammetry and capacitance measurements in the dark implies the formation of depletion layer in the semiconductor films which was usually neglected in the previous studies and shows that flat band potential (<TEX>$E_{fb}$</TEX) of TiO₂ films depends on the size of the composing particles. The band gap excitation of the film electrodes in aqueous electrolyte solution generated the anodic photocurrents from the oxidation of water. The photocurrent quantum yield of these TiO₂ films at the wavelength where all photocurrents are saturated increased as the particle size decreased. The photocapacitance measurements show that band edges of all three electrodes herein investigated were unpinned and shifted anodically under illumination. The pH dependence on band edge shift under illumination was different from that, which followed normal Helmholtz potential shift, in the dark.