The catalytic treatment of wastewater serves as an effective way to solve the problem of water pollution, in which non-homogeneous Fenton catalysts are widely used. However, the activity enhancement of non-homogeneous Fenton catalysts still remains a great challenge. Herein, self-assembled BiFeO3/CeO2 nanocatalytic materials with different molar ratios were successfully fabricated by a suspension blending method, following which the structure evolution was determined by various characterizations. The catalytic degradation of methylene blue (MB), rhodamine B (RhB), and saffron T (ST) were performed over the BiFeO3/CeO2 nanocatalytic materials. It was found that the 0.2BiFeO3:0.8CeO2 nanocatalytic materials exhibited an 80.8% degradation efficiency for RhB. The 0.6BiFeO3:0.4CeO2 nanocatalytic materials reached 81.1% and 48.7% for ST and MB, respectively. The BiFeO3/CeO2 nanocatalytic materials also showed a good stability during several cycles. The combination of CeO2 with BiFeO3 led to an enhanced activity for dye degradation, probably due to the electron transfer from ≡Fe2+ to ≡Ce4+. This study provides a new approach to dye degradation by using Fenton catalytic systems.