Titanium and zirconium oxides (TiO2 and ZrO2, respectively) were obtained from alkoxides hydrolyses, and then deposited into palygorskite clay mineral (Pal) to obtain new materials for photocatalytic applications. The obtained materials were characterized by structural, morphological, and textural techniques. X-ray diffraction (XRD) results confirmed the characteristic peaks of oxides and clay transmission electron microscopy (TEM) and scanning electron microscopy (SEM) images of the modified palygorskite with both oxides showed that the clay was successfully modified by the proposed method. The increase in the specific surface area of the clay occurred when TiO2 and ZrO2 were deposited on the surface. The photocatalytic activity of these materials was investigated using the Remazol Blue anion dye under UV light. The evaluated systems presented high photocatalytic activity, reaching approximately 98% of dye discoloration under light. Thus, TiO2–Pal and ZrO2–TiO2–Pal are promising clay mineral-based photocatalysts.