A bio‐photoelectrochemical cell (BPEC) based on a fuel‐free self‐circulation water–oxygen–water system was fabricated. It consists of Ni:FeOOH modified n‐type bismuth vanadate (BiVO4) photoanode and laccase catalyzed biocathode. In this BPEC, irradiation of the photoanode generates photocurrent for photo‐oxidation of water to oxygen, which is reduced to water again at the laccase biocathode. Of note, the by‐products of two electrode reactions could continue to be reacted, which means the H2O and O2 molecules are retained in an infinite loop of water–oxygen–water without any sacrificial chemical components. As a result, the assembled fuel‐free BPEC exhibits good performance with an open‐circuit potential of 0.97 V and a maximum power density of 205 μW cm−2 at 0.44 V. This BPEC based on a self‐circulation system offers a fuel‐free model to enhance multiple energy conversion and application in reality.