Multi-walled carbon nanotube/zinc oxide (MWCNT/ZnO) composites were synthesized by thermal hydrolysis method. The composites were prepared using multi-walled carbon nanotubes (MWCNTs) as a starting material, and zinc nitrate as a precursor. For characterization and morphological studies, different techniques such as FE-SEM, HRTEM, XRD, UV and FT-IR were applied. The photo catalytic activity of the prepared composite was evaluated by measuring the degradation of acetaldehyde in aqueous solution under UV laser irradiation. Almost 50% enhancement in photocatalytic activity for removal of acetaldehyde was recorded by embedding ZnO nanoparticles on the surface of MWCNTs.