The Fe3O4@SiO2@ZnO composite was synthesized via the simultaneous deposition of SiO2 and ZnO onto pre-prepared Fe3O4 nanoparticles. Physicochemical methods (TEM, EDXS, XRD, SEM, FTIR, PL, zeta potential measurements, and low-temperature nitrogen adsorption/desorption) revealed that the simultaneous deposition onto magnetite surfaces, up to 18 nm in size, results in the formation of an amorphous shell composed of a mixture of zinc and silicon oxides. This composite underwent modification to form Fe3O4@SiO2@ZnO*, achieved by activation with H2O2. The modified composite retained its structural integrity, but its surface groups underwent significant changes, exhibiting pronounced catalytic activity in the photodegradation of methyl orange under UV irradiation. It was capable of degrading 96% of this azo dye in 240 min, compared to the initial Fe3O4@SiO2@ZnO composite, which could remove only 11% under identical conditions. Fe3O4@SiO2@ZnO* demonstrated robust stability after three cycles of use in dye photodegradation. Furthermore, Fe3O4@SiO2@ZnO* exhibited decreased PL intensity, indicating an enhanced efficiency in electron-hole pair separation and a reduced recombination rate in the modified composite. The activation process diminishes the electron-hole (e−)/(h+) recombination and generates the potent oxidizing species, hydroxyl radicals (OH˙), on the photocatalyst surface, thereby playing a crucial role in the enhanced photodegradation efficiency of methyl orange with Fe3O4@SiO2@ZnO*.