An electrode with intimate and well-aligned ZnFe2O4/TiO2 composite nanotube arrays is prepared via electrochemical anodization of pure titanium foil in fluorine-containing ethylene glycol, followed by a novel cathodic electrodeposition method. The deposition of ZnFe2O4 is promoted in the self-aligned, vertically oriented TiO2 nanotube arrays but minimized at the tube entrances. Thus, pore clogging is prevented. Environmental scanning electron microscopy, energy-dispersive X-ray spectra, high-resolution transmission electron microscopy, X-ray diffraction patterns, and X-ray photoelectron spectroscopy indicate that the as-prepared samples are highly ordered and vertically aligned TiO2 nanotube arrays with ZnFe2O4 nanoparticles loading. The TiO2 nanotubes are anatase with the preferential orientation of <101> plane. Enhanced absorption in both UV and visible light regions is observed for the composite nanotube arrays. The current–voltage curve of ZnFe2O4-loaded TiO2 nanotube arrays reveals a rectifying behavior. The enhanced separation of photoinduced electrons and holes is demonstrated by surface photovoltage and photocurrent measurements. Meanwhile, the photoelectrochemical investigations verify that the ZnFe2O4/TiO2 composite nanotube array modified electrode has a more effective photoconversion capability than the aligned TiO2 nanotube arrays alone. In addition, the photoelectrocatalytic ability of the novel electrode is found enhanced in the degradation of 4-chlorophenol.