The incorporation of nanostructured photocatalysts in polymers is a strategic way to obtain novel water purification systems. This approach takes the advantages of: (1) the presence of nanostructured photocatalyst; (2) the flexibility of polymer; (3) the immobilization of photocatalyst, that avoids the recovery of the nanoparticles after the water treatment. Here we present ZnO-polymer nanocomposites with high photocatalytic performance and stability. Poly (methyl methacrylate) (PMMA) powders were coated with a thin layer of ZnO (80 nm thick) by atomic layer deposition at low temperature (80 °C). Then the method of sonication and solution casting was performed so to obtain the ZnO/PMMA nanocomposites. A complete morphological, structural, and chemical characterization was made by scanning electron microscopy (SEM), transmission electron microscopy (TEM), energy-dispersive X-ray spectroscopy (EDS), X-ray diffraction (XRD), and X-ray photoelectron spectroscopy (XPS) analyses. The remarkable photocatalytic efficiency of the nanocomposites was demonstrated by the degradation of methylene blue (MB) dye and phenol in aqueous solution under UV light irradiation. The composites also resulted reusable and stable, since they maintained an unmodified photo-activity after several MB discoloration runs. Thus, these results demonstrate that the proposed ZnO/PMMA nanocomposite is a promising candidate for photocatalytic applications and, in particular, for novel water treatment.