Semiconductor photocatalysts play a major role in photocatalytic process. Zinc oxide (ZnO) is supposed to be a preferred photocatalyst due to its high photosensitivity, mechanical–thermal stability, tunable morphology and non-toxicity. To enhance the photocatalytic activity of ZnO, cellulose/ZnO composite films (CZ films) with snowflake-like ZnO micro/nanoparticles immobilized in cellulose matrix were prepared by a simple dissolution and regeneration of cellulose and subsequently one-step hydrothermal synthesis of ZnO. The immobilization of ZnO was conducive to overcoming the shortcomings of aggregation easily and reclamation difficulty of scattered nanopowders. The obtained CZ films exhibited excellent photocatalytic efficiency (85.3%) to degrade methylene blue with minor amount of ZnO photocatalyst (<6 mg). The experimental results show that a photocatalytic process involving absorption–degradation–desorption was proposed. Notably, the synergistic effects between cellulose film and the supported ZnO via absorption and desorption processes were important to enhance the photocatalytic efficiency. This work provided an effective method to support ZnO photocatalyst and improve the photocatalytic efficiency via a functional substrate.