A new class of nanostructured photo-electrocatalyst Eu3+ doped yttrium orthovanadate–zinc oxide–reduced graphene oxide (YVO4:Eu3+–ZnO–RGO) nanohybrid was developed by a simple electrostatic self-assembly at room temperature, using ZnO, YVO4:Eu3+ and RGO as building blocks. Interaction among YVO4:Eu3+, ZnO and RGO is indicated by variation in hydrodynamic diameter (HD) and zeta potentials of the products as compared to their individual components, thus suggesting that YVO4:Eu3+–ZnO–RGO is a nanohybrid and not a physical mixture. Electrochemical response of this nanohybrid towards the redox couple of Fe(CN)63−/4− was investigated before and after UV irradiation. Apart from quenching of the green emission of ZnO in photoluminescence spectrum, which serves as a probe to monitor the interfacial electron transfer from excited ZnO to RGO, degradation in electrochemical redox process provides an additional path to monitor interfacial electron transfer.