p-CuO/n-ZnO:Sn and p-CuO/n-α-Fe2O3 novel hetero-junctions were synthesized by chemical spray pyrolysis (CSP) technique. These two bilayers were dealing with films deposited on top of each other. The substrate (ZnO:Sn/glass or α-Fe2O3/glass) effect on the physical properties of CuO thin layers was studied. X-ray diffraction (XRD), scanning electron microscopy (SEM), fluorescence spectrometer, spectrophotometer and impedance spectroscopy were used to investigate respectively, structural, morphological, photoluminescence, optical and electrical characteristics. The CuO films with crystallite size ranging from 36.32 to 39.14 nm were formed in good crystalline quality without detection of secondary phases. Principal optical studies revealed that the two hetero-junctions exhibited a high reflection in the near infrared field (between 27 and 47 %) but the p-CuO/n-ZnO:Sn hetero-junction presented a band gap energy (1.5 eV) larger than that of p-CuO/n-α-Fe2O3 one (1.2 eV). Moreover, these two hetero-junctions exhibited the same emission peaks at 403 nm (3.08 eV), 418 nm (2.96 eV) and 493 nm (1.55 eV) with accentuated intensity for the p-CuO/n-α-Fe2O3 bilayer but best electrical parameters were found for the p-CuO/n-ZnO:Sn one. The photo-catalytic degradation of methylene blue (MB) dye under sunlight irradiation was investigated for all grown hetero-junctions. The p-CuO/n-ZnO:Sn bilayer structure showed the highest efficiency around 97 % after 5 h of sunlight irradiation.