Here, we report an anisotropic small-hole polaron in an orthorhombic structure of BiVO4 films grown by pulsed-laser deposition on yttrium-doped zirconium oxide substrate. The polaronic state and electronic structure of BiVO4 films are revealed using a combination of polarization-dependent x-ray absorption spectroscopy at VL3,2 edges, spectroscopic ellipsometry, x-ray photoemission spectroscopies, and high-resolution x-ray diffraction with the support of first-principles calculations. We find that in the orthorhombic phase, which is slightly different from the conventional pucherite structure, the unoccupied V 3d orbitals and charge inhomogeneities lead to an anisotropic small-hole polaron state. Our result shows the importance of the interplay of charge and lattice for the formation of a hole polaronic state, which has a significant impact in the electrical conductivity of BiVO4, hence its potential use as a photoanode for water splitting.