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In this paper, we are concerned with stochastic Volterra equations withsingular kernels and H\"older continuous coefficients. We first establish thewell-posedness of these equations by utilising the Yamada-Watanabe approach.Then, we aim to characterise the path-independence for additive functionals ofthese equations. The main challenge here is that the solutions of stochasticVolterra equations are not semimartingales nor Markov processes, thus theexisting techniques for obtaining the path-independence of usual,semimartingale type stochastic differential equations are no longer applicable.To overcome this difficulty, we link the concerned stochastic Volterraequations to mild formulation of certain parabolic type stochastic partialdifferential equations, and further apply our previous results on thepath-independence for stochastic evolution equations to get the desired result.Finally, as an important application, we consider a class of stochasticVolterra equations whose kernels are related with fractional Brownian motionsand derive the path-independence of additive functionals for them.

Path independence for the additive functionals of stochastic Volterra equations with singular kernels and H\"older continuous coefficients