Thin films of ZnO, Cu-doped ZnO, Cu2O and binary Cu2O/Cu-doped ZnO p-n heterojunction thin film were prepared and tested for their heterogeneous photocatalytic activity in the removal of three selected organic dyes: methylene blue (MB), methylene orange (MO) and Congo red (CR). The photocatalytic experiments were carried out under UV light and natural sunlight. The synthesis of the thin film photocatalysts was carried out by an electrochemical deposition method and the resulting films were characterized by scanning electron microscope (SEM), X-ray diffraction (XRD), UV-Vis spectroscopy, electrochemical impedance spectroscopy and capacitance measurements (i.e., Mott-Schottky plots). Under UV illumination, the results showed that the photocatalytic degradation activity is of first-order kinetics and the lifetime of the photogenerated electron-hole pairs of ZnO is increased by the Cu doping. The combination of Cu-doped ZnO and Cu2O allows the construction of a p-n heterojunction that enhances the photocatalytic process, as demonstrated for the photocatalytic degradation of dyes under sunlight irradiation.