DNAzymes are known to bind metal ions specifically to carry out catalytic functions. Despite many studies since DNAzymes were discovered nearly two decades ago, the metal-binding sites in DNAzymes are not fully understood. Herein, we adopt uranyl photocleavage to probe specific uranyl-binding sites in the 39E DNAzyme with catalytically relevant concentrations of uranyl. The results indicate that uranyl binds between T23 and C25 in the bulge loop, G11 and T12 in the stem loop of the enzyme strand, as well as between T2.4 and G3 close to the cleavage site in the substrate strand. Control experiments using two 39E DNAzyme mutants revealed a different cleavage pattern of the mutated region. Another DNAzyme, the 8–17 DNAzyme, which has a similar secondary structure but shows no activity in the presence of uranyl, indicated a different uranyl-dependent photocleavage as well. In addition, a close correlation between the concentration-dependent photocleavage and enzymatic activities is also demonstrated. Together, these experiments suggest that uranyl photocleavage has been successfully used to probe catalytically relevant uranyl-binding sites in the 39E DNAzyme. As uranyl is the cofactor of the 39E DNAzyme as well as the probe, specific uranyl binding has now been identified without disruption of the structure.