We present here an efficient and simple method for preparation of highly active heterogeneous ZnO photocatalyst (graphene oxide-zinc oxide: GO-ZnO), specifically by deposition of ZnO nanoparticles onto thiolated GOs. The resultant GO-ZnO sample was characterized by TEM, XRD, Auger, XPS, and Raman measurements, revealing that the size-similar and quasi-spherical ZnO nanoparticles were anchored to the thiolated GO surfaces. The average particle diameter was about 2.5 nm. In the photodegradation of methylene blue (MB) under ultraviolet (UV) light, GO-ZnO exhibited remarkably enhanced photocatalytic efficiency compared with thiolated GO and pure ZnO particles. This strong photocatalytic performance of GO-ZnO can be attributed to the suppression of electron recombination and the enhancement of mass transportation. The results showed that thiolated GO is the preferable supporting material.