Cationic doping of TiO2 anatase with sulphur represents a facile method to improve catalytic and photocatalytic activity for hydrogen production and extend the action spectrum of TiO2 into the visible light region. However, there is a lot of misunderstanding when trying to explain the experimental findings and suggest theoretical models. In the present computational research work, novel theoretical models are put forward representing fully hydroxylated small anatase nanoparticles with S(IV) and S(VI) doping in various surface positions and in the bulk. It was found that sulfur in the doped anatase nanoparticles preserves its typical coordination geometries of trigonal pyramid for S(IV) and tetrahedron for S(VI). Doping in the anatase surface is much more energetically favorable compared to doping in the bulk. Doping with S(IV) causes decrease of the band gap from 3.22 to 2.65 eV while S(VI) doping could decrease Eg only to 2.96 eV. Location of photogenerated electrons and holes depends strongly on the position of dopant atoms and their valent state. Contrary to some experimental works, no strong and extended visible light absorption bands could be found with cationic doped hydroxylated anatase nanoparticles. However, improved charges separation is observed indeed and causes improved photocatalytic hydrogen production.