TiO2 and ZnO nanofibers were fabricated through a facile electrospinning method. The obtained nanofibers were characterized by a variety of analytical means including FESEM, TEM, SAED, XRD, UV-Vis, and PL. Compared with nanoparticles, nanofibers can be recycled more easily when they are used as photocatalysts. The photocatalytic activities of these two nanofibers were investigated and compared by evaluating the photodegradation of hazardous dye Rhodamine B. Although, ZnO nanofibrous photocatalyst exhibits better initial activity than TiO2 nanofibrous counterpart, its photocatalytic performance is inferior to that of the latter on the whole. The photo-instability arising from photocorrosion may be responsible for its rapid deterioration in activity. The difference in the photocatalytic properties between TiO2 and ZnO nanofibers was discussed, and a possible photodegradation mechanism of organic dyes in the presence of the nanofibrous photocatalyst was proposed. This work offers a direct insight into the comparison of photocatalysis of electrospun TiO2 and ZnO nanofibers.