This review is focused on the use of the water splitting reaction for characterizing oxygen vacancies in supported metal catalysts and more generally to get insight into the high-temperature modifications of metal–support interactions. Three supports widely used in catalysis are considered, namely alumina, silica and ceria. The catalysts were reduced at temperatures T_R ranging from 200 to 1000 °C. The reaction with water was carried out at temperatures T_OX ranging from 100 to 1000 °C. In every case, the metal (Rh or Pt) was chosen among those which are not oxidizable by water. Extensive investigations of the reactivity of water with unsupported metals and films confirmed this choice. The reaction is then selective for the titration of O vacancies, generally associated with reduced cations of the support. On alumina-supported catalysts, reduction at T_R > 600 °C leads to the formation of oxygen vacancies strictly confined to the periphery of metal particles. The amount of hydrogen produced Q_H is coherent with the peripheral oxygen density. Reduction of silica-supported catalysts at T_R > 600 °C generates metal silicides that can be selectively destroyed by water with reformation of silica and metal nanoparticles. Oxygen vacancies are formed on ceria catalysts at 200 °C. These oxygen vacancies are confined to the surface up to 600 °C. At higher temperatures, oxygen vacancies are formed in the bulk: about 50% of CeO₂ would be reduced at 900 °C. The amount of H₂ produced by reaction with water is thus very high on metal-ceria catalysts. At T_R > 900 °C, metal cerides start to form. Remarkably, a significant reactivity of H₂O on a Rh/CeO₂ catalyst reduced at 850 °C is recorded as of 100 °C. However, the quantitative titration of oxygen vacancies required temperatures T_OX > 500 °C. As a rule, the technique of water splitting allows the detection of 1 μmol g⁻¹ of oxygen vacancies, i.e. a few 0.1% of the surface in the case of reducible oxides of 10–20 m² g⁻¹.