We report on the photocatalytic activity of ZnO layers deposited by atomic layer deposition on a porous anodic aluminum oxide substrate with hexagonal pore symmetry and varied pore dimensions. ZnO/Al2O3 composites were prepared with pore diameters in the range 93–134 nm and interpore distance in the range 185–286 nm, and their photocatalytic activity was measured for gas-phase photocatalytic oxidation of acetaldehyde at varying UV illumination intensities (0.08–3.94 mW cm−2). The results show that substrates with narrower pore diameters (<115 nm, in the case of this study) have a detrimental effect on the photocatalyst performance, despite their higher effective surface. The results are explained on the basis of limited mass transfer inside the porous structure and can be used as a guideline in the purposeful design of photocatalysts with a nanoporous or nanotubular structure.