ZnO/WO₃ coatings were synthesized by the plasma electrolytic oxidation of zinc in an alkaline phosphate electrolyte (supporting electrolyte, SE) with the addition of WO₃ particles or tungstosilicic acid (WSiA, H₄SiW₁₂O₄₀) at concentrations of up to 1.0 g/L. These coatings were intended for the decomposition of methyl orange (MO) through photocatalysis. The morphology, chemical composition, crystal structure and absorption properties of the coatings were investigated using scanning electron microscopy, energy dispersive X-ray spectroscopy, wavelength-dispersive X-ray spectroscopy, X-ray diffraction, photoelectron spectroscopy and diffuse reflectance spectroscopy. Under artificial sunlight, the PA of the coatings was investigated using MO decomposition. The photocatalytic activity (PA) of the ZnO/WO₃ coatings was higher than that of the ZnO obtained in SE. The decrease in the recombination rate of photo-generated electron/hole pairs due to the coupling of ZnO and WO₃ is related to the increased PA. The PA for ZnO and the most photocatalytically active ZnO/WO₃ was around 72% and 96%, respectively, after 8 h of irradiation. A mechanism for MO photo-degradation by the ZnO/WO₃ photocatalyst was also proposed.