Building heterojunction is promising strategy for the achievement of highly efficient photocatalysis. In this study, a novel SnIn4S8@ZnO Z-scheme heterojunction with tight contact interface was successfully constructed through a facile two-step hydrothermal method. The phase composition, morphology, and photophysical properties of SnIn4S8@ZnO were studied through a series of characterization methods, respectively. Methylene blue (MB) was selected as the target pollutant for photocatalytic degradation and the degradation process was fitted with pseudo-first order kinetics. The as-prepared SnIn4S8@ZnO heterojunctions exhibited outstanding photocatalytic activities for the degradation of MB. The optimized sample (ZS800), in which the molar ratio of ZnO to SnIn4S8 was 800, displayed the highest photodegradation efficiency of MB (91%) within 20 min. Furthermore, the apparent rate constant of photodegradation for MB of ZS800 (0.121 min−1) was 2.2 times higher than that of pure ZnO (0.054 min−1). The improvement of photocatalytic activity could be attributed to the effective spatial separation of photogenerated charge carriers through a Z-scheme heterojunction with intimate contact interface. This work will provide a new insight into constructing excellent ZnO-based photocatalytic systems for wastewater purification.