Photoelectrochemical (PEC) sensors have the advantages of low background signal, fast response, and high sensitivity, and play an important role in environmental protection and public health. Zinc oxide (ZnO), as a photoelectric material with high carrier concentration, favorable biocompatibility, and stable structure, has been widely used in the field of PEC sensing in recent years. This paper reviews the research progress of ZnO and its nanocomposites in the field of PEC sensing. First, the steps for controlling the structure of ZnO are introduced from three aspects: morphology regulation, utilization of piezoelectric effect, and introduction of defect engineering. Second, the applications of metal sensitized ZnO for PEC sensing from precious metals and metalloids are summarized, and the strategies for coupling semiconductors with ZnO to construct heterojunctions are sorted out. On this basis, the application progress of ZnO based ternary composites for PEC sensing is introduced. Finally, based on the current status and future requirements of ZnO in the field of PEC sensing, the prospect of realizing high-performance and multifunctional ZnO-based PEC sensors is discussed.