Delafossite CuFeO2 is a promising photocathode material for solar hydrogen production, but its performance is low because of poor charge transport properties. When the prepared CuFeO2 electrode is annealed by hybrid microwave annealing (HMA), its photoelectrochemical water reduction activity increases by more than 4 times (−1.3 mA cm–2 @ 0.4 VRHE), while the conventional thermal annealing (CTA) improves the performance by only 2 times (−0.62 mA cm–2 @0.4 VRHE). The postannealing of the electrode intercalates extra oxygen into the CuFeO2 lattice to form CuFeO2+1.5δ, which increases the charge carrier density and thus improves charge transport properties. The oxygen intercalation with HMA takes place more uniformly over the whole solid and is more effective than CTA. In addition, HMA post-treated CuFeO2 is modified with a NiFe-layered double hydroxide/reduced graphene oxide electrocatalyst, which exhibits a high photoactivity of −2.4 mA cm–2 @ 0.4 VRHE, unprecedented for CuFeO2-based photocathodes.