Methylene blue (MB) was degraded by $TiO_2$ and ZnO deposited on an activated carbon fiber (ACF) surface under UV light. The ACF/$TiO_2$ 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/$TiO_2$ and ACF/ZnO composites contained a unique anatase structure for $TiO_2$ and a typical hexagonal phase for ZnO respectively. These EDX spectra showed the presence of peaks of Ti element on ACF/$TiO_2$ 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/$TiO_2$ or ACF/ZnO in the dark showed that both illumination and the catalyst were necessary for the mineralization of organic dye. Additionally, the ACF/$TiO_2$ composites proved to be efficient photocatalysts due to degradation of MB at higher reaction rates. The addition of an oxidant $([NH_4]_2S_2O_8)$ led to an increase of the degradation rate of MB for ACF/$TiO_2$ and ACF/ZnO composites.