The development of photoactive systems to solve serious environmental problems is a key objective of researchers and remains a real challenge. Herein, n–p heterojunction ZnO-based composites were developed to achieve better photocatalytic performance in methylene blue (MB) degradation under natural solar irradiation. The hydrothermal technique was used to synthesize zinc oxide (ZnO)/metal oxide (MO) composites, with a molar ratio of 1 : 1 (MO = Mn3O4; Fe3O4; CuO; NiO). Various characterization techniques were used for the analysis of the structural, morphological and optical properties. X-ray diffraction (XRD), Scanning Electron Microscopy (SEM), Energy Dispersive X-ray Spectroscopy (EDX) Diffuse Reflectance Spectroscopy analysis (DRS), and Diffuse Reflectance Spectroscopy analysis (DRS) validated the presence of two phases for each sample, excluding any impurities. Indeed, the ZnO structure was not affected by the coupling with MO, confirming that MO was well dispersed on the surface of the ZnO crystalline lattice for each composite. Eventually, the photocatalytic performance evaluation test of the synthesized photocatalysts was carried out on aqueous MB solution. According to the results, the ZnO/Fe3O4 nano-catalyst showed the best photodegradation efficiency. This result suggests that the formation of Fe3O4/ZnO as a p/n heterojunction reduces the recombination of photo-generated electron/hole pairs and broadens the solar spectral response range, resulting in significant photocatalytic efficiency. Meanwhile, the possible mechanism for degradation of the MB was discussed.