Thin films of bare and Se-containing tungsten trioxide (WO3) on AISI304-type stainless steel were prepared by electrochemical deposition using peroxy-tungstate solutions. The obtained films were characterized by X-ray diffraction, photoelectron spectroscopy, scanning electron microscopy, thermal and photovoltammetry analyses. The oxidation of methylene blue, phenol, and methanol was used to evaluate the photoelectrocatalytic activity of the prepared films. It has been established that the incident photon-to-current efficiency (IPCE) in 0.1-M K2SO4 decreases as the concentration of methylene blue and phenol increases. On the contrary, the IPCE values increase with the increase in initial concentration of methanol. The bulk electrolysis experiments revealed that the prepared films are stable and can be used for photoelectrochemical oxidation of methanol.