Azo dyes are the most widely used synthetic dyes in the printing and dyeing process. However, the discharge of untreated azo dyes poses a potential threat to aqueous ecosystems and human health. Herein, we fabricated a novel heterogeneous catalyst: activated-carbon-fiber-supported ferric alginate (FeAlg-ACF). Together with peroxymonosulfate (PMS) and visible light, this photocatalytic oxidation system was used to remove an azo dye—azophloxine. The results indicated that the proposed catalytic oxidation system can remove 100% of azophloxine within 24 min, while under the same system, the removal rates were only 92% and 84% when ferric alginate was replaced with ferric citrate and ferric oxalate, respectively, which showed the superiority of FeAlg-ACF. The degradation of azophloxine is achieved by the active radicals (SO4•− and •OH) released from PMS and persistent free radicals from activated carbon fiber. Moreover, due to ferric alginate’s highly intrinsic photosensitivity, visible radiation can further enhance the ligand-to-metal charge transfer (LMCT) processes. After 24 min of treatment, the total organic carbon of the azophloxine solution (50 μmol/L) decreased from 1.82 mg/L to 79.3 μg/L and the concentration of nitrate ions increased from 0.3 mg/L to 8.6 mg/L. That is, up to 93.5% of azophloxine molecules were completely degraded into inorganic compounds. Consequently, potential secondary contamination by intermediate organic products during catalytic degradation was prohibited. The azophloxine removal ratio was kept almost constant after seven cycles, indicating the recyclability and longevity of this system. Furthermore, the azophloxine removal was still promising at high concentrations of Cl−, HCO3−, and CO32−. Therefore, our proposed system is potentially effective at removing dye pollutants from seawater. It provides a feasible method for the development of efficient and environmentally friendly PMS activation technology combined with FeAlg-ACF, which has significant academic and application value.