ZnO/TiO2 heterojunction composite fibers were prepared via a physical route, i.e., first electrospinning titanium dioxide (TiO2) fibers, then pulse plating zinc (Zn) on the fibers, and at last thermal treating the fibers. The morphologies, phase structures, and photocatalytic property of the composite fibers were characterized by using field-emission gun scanning electron microscope, x-ray diffractometer, high-resolution transmission electron microscope, and ultraviolet–visible spectrophotometer. It was found that a full or partial lattice coherent heterojunction was formed between the TiO2 fibers and zinc oxide (ZnO) particles, due to thermal treatment at 400 °C, which simultaneously resulted in the phase transformations including Zn to ZnO and amorphous TiO2 to anatase TiO2. The experimental results demonstrated that the photocatalytic activity of the composite fibers was improved and exhibited a value more than two times higher than that of TiO2 fibers.