The effect of annealing temperature on crystal structure of anodic titanium dioxide (ATO) layers prepared via anodization in the ethylene glycol and glycerol based electrolytes was studied. Then samples were annealed in air at the temperatures ranging from 400 to 1000 °C. The XRD measurements proved that a gradual phase change from anatase to rutile occurs with increasing annealing temperature. The anatase-to-rutile transformation occurs between 500 and 600 °C. The changes in the average crystallite sizes of anatase and rutile occurring during heat treatment of ATO layers were correlated with the mechanism of rutile phase nucleation. It was found also that the transition to the rutile phase in the samples formed in the ethylene glycol based electrolyte is considerably retarded and takes place at higher annealing temperatures due to the higher content of the embedded fluoride ions. The photoelectrochemical performance of ATO layers were studied under pulsed UV illumination. Photocurrent vs incident light wavelength and applied potential plots were recorded. The highest photocurrents were observed for the samples annealed at 400 °C, regardless of the electrolyte. It was demonstrated that the decrease in photocurrent values is related with the decreasing amount of the anatase phase in ATO samples. The enhanced photocurrent response was observed for ATO layers decorated with Ag nanoparticles. The highest photoconversion efficiencies, determined by incident photon-to-current efficiency (IPCE) calculations, were observed for the wavelength of 350 nm.