In this study, Nd‒Dy‒ZnO and CdS‒Nd‒Dy‒ZnO photocatalysts were prepared by microwave hydrothermal method to improve the photocatalytic performance of ZnO. The microstructure and performance of samples were characterized by X‐ray diffraction, scanning electron microscopy, ultraviolet (UV)‒visible, and X‐ray photoelectron spectroscopy, and evaluated with the methylene blue. The results showed that CdS attached to the ZnO crystal surface in the form of flocculent particles, and the combination with CdS promoted the growth of ZnO crystals, while an excess of CdS was found to be detrimental to the crystallization of ZnO. When nCdS/nZnO = 0.30 mol%, composite materials achieved the optimal photocatalytic performance, which made the degradation rate of methylene blue reach 93.42% under UV irradiation for 4 h. CdS‒Nd‒Dy‒ZnO composite photocatalytic material can generate active oxygen groups such as hydroxyl and superoxide radicals simultaneously, which greatly enhances the photocatalytic efficiency of the composite material.