As　one　of　the　most　important　photocatalysts,　TiO2　has　triggered　broad　interest　and　intensive　studies　for　decades.　Observation　of　the　interfacial　reactions　between　water　and　TiO2　at　microscopic　scale　can　provide　key　insight　into　the　mechanisms　of　photocatalytic　processes.　Currently,　experimental　methodologies　for　characterizing　photocatalytic　reactions　of　anatase　TiO2　are　mostly　confined　to　water　vapor　or　single　molecule　chemistry.　Here,　we　investigate　the　photocatalytic　reaction　of　anatase　TiO2　nanoparticles　in　water　using　liquid　environmental　transmission　electron　microscopy.　A　self-hydrogenated　shell　is　observed　on　the　TiO2　surface　before　the　generation　of　hydrogen　bubbles.　First-principles　calculations　suggest　that　this　shell　is　formed　through　subsurface　diffusion　of　photo-reduced　water　protons　generated　at　the　aqueous　TiO2　interface,　which　promotes　photocatalytic　hydrogen　evolution　by　reducing　the　activation　barrier　for　H-2　(H-H　bond)　formation.　Experiments　confirm　that　the　self-hydrogenated　shell　contains　reduced　titanium　ions,　and　its　thickness　can　increase　to　several　nanometers　with　increasing　UV　illuminance.