This work aimed to investigate the degradation performance of natural cellulose acetate (CA) membranes filled with ZnO nanostructures. Photocatalytic degradation of reactive toxic dye methylene blue (MB) was studied as a model reaction using UV light. A CA membrane was previously casted and fabricated through the phase inversion processes and laboratory-synthesized ZnO microparticles as filler. The prepared membrane was characterized for pore size, ultrafiltration (UF) performance, porosity, morphology using scanning electron micrographs (SEM), water contact angle and catalytic degradation of MB. The prepared membrane shows a significant amount of photocatalytic oxidation under UV. The photocatalytic results under UV-light radiation in CA filled with ZnO nanoparticles (CA/ZnO) demonstrated faster and more efficient MB degradation, resulting in more than 30% of initial concentration. The results also revealed how the CA/ZnO combination effectively improves the membrane’s photocatalytic activity toward methylene blue (MB), showing that the degradation process of dye solutions to UV light is chemically and physically stable and cost-effective. This photocatalytic activity toward MB of the cellulose acetate membranes has the potential to make these membranes serious competitors for removing textile dye and other pollutants from aqueous solutions. Hence, polymer–ZnO composite membranes were considered a valuable and attractive topic in membrane technology.