An efficient photocatalyst consisting of heterostructured ZnO-ZnS nanocables was synthesized via a template-assisted method. The ZnS shell with an adjustable thickness around 10 nm can be synthesized in a sodium sulfide solution from electrospun zinc oxide (ZnO) nanofibers, resulting in the core-shell nanostructures. The morphology and structure of the samples during the conversion process were characterized, and the corresponding ultraviolet photocatalytic activity was evaluated by using rhodamine B degradation as a probe reaction. The coupling of the two photocatalysts suggests a higher photon efficiency and an enhanced exciton separation, which lead to a remarkable improvement of the photocatalytic activity by similar to 10 times as compared with pure ZnO nanofibers.