Oxidative desulfurization is considered to be one of the promising new methods for super-deep desulfurization of fuel oil. Herein, zinc phthalocyanine/g-C3N4 (g-C3N4/ZnTcPc) composites were synthesized by a facile in situ hydrothermal technique, utilizing g-C3N4, Zn(CH3COO)2 and 1,2,4-benzenetricarboxylic anhydride as the precursors. The crystal structure, morphology and chemical environment of the catalysts were respectively confirmed by X-ray diffraction (XRD), transmission electron microscopy (TEM) and X-ray photoelectron spectroscopy (XPS). Photocatalytic activity of the resulting g-C3N4/ZnTcPc composites was evaluated by desulfurization of thiophene in fuel under visible light with molecular O2 as the oxidant. Compared with pure g-C3N4 and ZnTcPc, g-C3N4/ZnTcPc presented a significantly enhanced photocatalytic activity for the degradation of thiophene in fuel under visible irradiation. Sulfur content of model gasoline (800 ppm) after desulfurization for 90 min was decreased to 125 ppm. The possible preparation pathway of g-C3N4/ZnTcPc has been proposed according to the results of XRD and TEM. The formation mechanism of g-C3N4/ZnTcPc–O2 complex is proposed to be desulfurization by molecular oxygen.