Three expanded graphite/ZnO composites, marked as EG/ZnO-1, EG/ZnO-2 and EG/ZnO-3, were prepared by heating a mixture of zinc acetate and water-washed expandable graphite, dried expandable graphite and EG, respectively. The products were used for removing methyl blue (MO) in water. Under UV irradiation, the composites have the adsorption capacity of EG and the photocatalysis capacity of ZnO at the same time. ZnO-loading method influences the textural characteristics and the MO removal capacities of EG/ZnO composites. Comparatively speaking, EG/ZnO-3 is the most effective for removing MO among these composites.