The Fe/B/F tridoped TiO2-ZnO composite films attached to glass substrates were prepared via a simple sol–gel method. We appraised all samples’ photocatalytic activities by the degradation of methyl green and formaldehyde solutions. The samples were characterized by photoluminescence (PL) spectra, UV-Vis diffraction reflectance absorption spectra (DRS), X-ray diffraction (XRD), differential thermal analysis-thermogravimetry (DTA-TG), field emission scanning electron microscopy (FE-SEM) equipped with energy-dispersive spectroscopy (EDS), and Brunner–Emmet–Teller (BET) measurements. According to the results of DRS and PL spectroscopy, the multi-modification could not only enhance visible light absorption intensity, but also decrease the recombination rate of photo-generated electron-hole pairs. XRD results revealed that the sample was mainly in anatase crystal type. FE-SEM results shown that the sample had fewer particle aggregates and almost no cracks. The specific surface area of the Fe/B/F tridoped TiO2-ZnO was 104.9 m2·g−1, while that of the pure TiO2 was 84.0 m2·g−1. Compared to pure TiO2 and TiO2-ZnO, the Fe/B/F tridoped TiO2-ZnO composite film had the highest photocatalytic activity due to their synergies.