Chemical solutions are applied to synthesize Au–Pd alloy nanoparticles (NPs) and ZnO/Cu2O core–shell nanowires (NWs) on ITO/glass substrates by the photochemical, electrochemistry, and hydrothermal methods. The Cu2O cubic structures and ZnO hexagonal wurtzite structures are verified as being polycrystalline and single crystalline, respectively, by X‐ray diffraction and high‐resolution transmission electron microscopy (HR‐TEM). The p‐Cu2O/n‐ZnO NWs samples exhibit rectification properties that confirm the p–n heterojunction interface. The diameter range of the Au–Pd alloy NPs is around 2–15 nm and the Au/Pd ratio is 27:28, according to HR‐TEM and X‐ray photoelectron spectroscopy. The p‐Cu2O/n‐ZnO core–shell NWs feature higher UV photocatalytic degradation of methylene blue than do the ZnO NWs. Deposited Au, Pd, Au–Pd alloy NPs on the p‐Cu2O/n‐ZnO core–shell NWs improve the photocatalytic degradation efficiency under UV and blue light. The Au–Pd alloy NPs/p‐Cu2O/n‐ZnO core–shell NWs offer the best photocatalytic properties under UV‐ and blue‐light‐emitting diode (LED) illumination.