Delafossite CuAlO₂ photoelectrodes are synthesized via the electrodeposition of Cu(II) and Al(III) onto fluorine-doped tin oxide (FTO) substrates in water and dimethylsulfoxide (DMSO) solvents, followed by annealing in air and Ar. The surface property, crystalline structure, and photoelectrochemical (PEC) performance of as-synthesized samples are significantly affected by the synthetic condition. Optimized CuAlO₂ electrodes (synthesized in DMSO and annealed in Ar) possess suitable energetics for H₂ production under sunlight (an optical bandgap of ~1.4 eV and a conduction band level of -0.24 V_RHE). They exhibit a photocurrent onset potential of ~+0.9 V_RHE along with a Faradaic efficiency of ~70% at +0.3 V_RHE in an alkaline solution (1 M KOH) under simulated sunlight (AM 1.5; 100 mW×cm^-2). The addition of sacrificial hole scavengers (sulfide and sulfite) significantly improves the PEC performance of CuAlO₂ by a factor of eight, along with providing a Faradaic efficiency of ~100%. This indicates that the hole transfer limits the overall PEC performance. This issue is addressed by employing a ~150 nm-thick Au film-coated FTO substrate for the CuAlO₂ deposition. In the absence of hole scavengers, the H₂ production with the Au-underlain CuAlO₂ photoelectrode (Au/CuAlO₂) was three-fold higher than that with bare CuAlO₂, while the Faradaic efficiencies at +0.3 and +0.55 V_RHE were ~100%. The time-resolved photoluminescence emission decay spectra of the CuAlO₂ and Au/CuAlO₂ confirmed the facilitated charge transfer in the latter.