Fe2O3/ZnO fiber membranes with a high specific surface area and broadened UV-Vis absorption were successfully fabricated by electrospinning followed by calcination. The diameters of Fe2O3/ZnO fibers are approximately 150 nm, and the specific surface areas of Fe2O3/ZnO fiber membranes are around 29 m2/g. XRD, SEM, and XPS results confirm the formation of a heterojunction between hexagonal ZnO and hematite α-Fe2O3. Compared with pure ZnO fiber membranes, the UV-Vis absorptions of the Fe2O3/ZnO fiber membranes are extended, and transient photocurrent intensities are significantly increased from 0.65 mA/cm2 to 0.86 mA/cm2. The free radical capture experiments further reveal the generation of abundant •OH radicals, which play a crucial role in enhancing the photocatalytic performance of these Fe2O3/ZnO fiber membranes. Optimization studies have determined that the most effective molar ratio of Fe to Zn in the Fe2O3/ZnO heterojunction is 8 mol%, resulting in a 45% increase in photocatalytic degradation efficiency for MB. In addition to this enhanced photocatalytic efficacy, the Fe2O3/ZnO fiber membranes also demonstrate exceptional cycling stability, highlighting their significant potential for application in the photocatalytic treatment of dye wastewater.