Processes on wastewater treatment plants (WWTP) are not always efficient for pollutant removal. A new, low-cost, and effective technology is needed. In this work, the photocatalytic degradation of four insecticides, chlorantraniliprole, imidacloprid, pirimicarb, and thiamethoxam, has been examined in different water matrices (irrigation water, leaching waters, and WWTP effluent). Lab experiments were conducted with TiO2 and ZnO, as photocatalysts, with and without Na2S2O8 as an oxidant, exposed to UVA irradiation with LED lamps. Previously, different loadings of TiO2 and ZnO were assessed on the disappearance kinetics of the different insecticides to know the optimal efficiency. The effect of water matrices, susceptible to being contaminated with the target insecticides, was discussed when the photocatalytic system TiO2/Na2S2O8 was applied. The abatement of their main transformation products (TPs) was also monitored during the studied photoperiods. A total of 13 TPs were detected in the different water matrices studied. All of them were formed and eliminated during the photoperiod, except thiamethoxam urea which was present from the beginning of the experiments due to its hydrolysis in water. In conclusion, UVA-LED lamps are a good source to carry out heterogeneous photocatalysis in WWTP, since its high efficiency, low-cost, long lifetime, and effectiveness on pollutant removal.