This paper presents a one‐step photochemical method for the preparation of CdS/Poly(MMA‐co‐MAA) composite photocatalyst, based on the concept of simultaneous photocatalytic polymerization of organic monomers during UV‐light induced formation of CdS. The preparation is carried out in an aqueous solution of Na2S2O3, CdSO4, methyl methacrylate (MMA) and methacrylic acid (MAA), under a UV lamp. The continuously formed CdS particles with photocatalytic activity act the role of initiator to directly initiate the copolymerization of MMA and MAA, resulting in the in situ formation of the composite and full contact of the CdS particles with the oxygen‐containing groups in the polymer. Taking the photocatalytic degradation of methylene blue as a case study, the composite exhibited significantly higher activity under simulated solar light compared to the pure CdS. By analysis on various data, the enhanced photocatalytic activity is attributed to the enhanced visible light absorption, and especially the high electron‐hole separation efficiency caused by the electrostatic interaction between photogenerated holes and carbonyl oxygen atoms with negatively charged features. Furthermore, the composite displays excellent sunlight activity and recyclability, suggesting its potential for practical applications. Such a one‐step construction strategy relying only on photo‐energy is green, low‐cost and promising in obtaining high‐performance semiconductor/polymer composite photocatalysts.