A facile and efficient strategy for the preparation of polymer grafts on zirconia particles is developed by means of self‐initiated photografting and photopolymerization. The UV‐induced grafting polymerization is applicable to a variety of polymerizable monomers, allowing the direct formation of homogeneous and stable polymer coatings on zirconia particles without any initiator immobilization. The as‐prepared polymer grafts are proved to be efficient supports for polyoxometalates as H3PW12O40 can be uniformly and stably immobilized on a poly(4‐vinylpyridine) layer through electrostatic interaction. The resulting hybrid catalyst system, associated with high catalytic activity for a series of oxidation reactions such as amines, alkenes, alcohols and sulfides, represents a novel and efficient system with a high catalyst loading capacity and stability upon reuse in further cycles. © 2014 Society of Chemical Industry