Methylene blue (MB) was degraded by TiO2 and ZnO deposited on an activated carbon fiber (ACF) surface under UV light. The ACF/TiO2 and ACF/ZnO composites were characterized by BET, SEM, XRD, and EDX. The BET surface area was related to the adsorption capacity for composites. The SEM results showed that titanium dioxide and zinc oxide are distributed on the ACF surface. The XRD results showed that the ACF/TiO2 and ACF/ZnO composites contained a unique anatase structure for TiO2 and a typical hexagonal phase for ZnO respectively. These EDX spectra showed the presence of peaks of Ti element on ACF/TiO2 composite and peaks of Zn element on the ACF/ZnO composite. The blank experiments for either illuminating the MB solution or the suspension containing ACF/TiO2 or ACF/ZnO in the dark showed that both illumination and the catalyst were necessary for the mineralization of organic dye. Additionally, the ACF/TiO2 composites proved to be efficient photocatalysts due to degradation of MB at higher reaction rates. The addition of an oxidant ([NH4]2S2O8) led to an increase of the degradation rate of MB for ACF/TiO2 and ACF/ZnO composites.