Zinc oxide (ZnO) prepared by chemical vapor deposition was combined with different amounts of carbon nanofibers (CNF) to obtain hybrid materials, which were thoroughly characterized using several techniques. The photocatalytic performance was evaluated towards the photocatalytic synthesis of vanillin (VAD) starting from vanillyl alcohol (VA). The incorporation of the carbon phase in ZnO (from 5% to 20% wt.) was found to increase the surface area and the photocatalytic performance of the materials. The latter was attributed to the efficient separation of charge carriers generated on the optical semiconductor. With the best performing material, the one containing 10% of CNF, the selectivity of the synthesis towards vanillin generation was increased by a factor of 2.5 compared to previous studies, with the additional advantage of carrying the reaction in aqueous medium. The same photocatalyst was successfully applied to the selective synthesis of other aromatic aldehydes, namely anisaldehyde, piperonal, and benzaldehyde. A relationship between the efficiency of the photocatalytic oxidation of the alcohols and the activating nature of their aromatic ring substituents was proposed.