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Copper–zinc oxide pn-type heterostructures are promising visible-light-active photocatalysts because their intrinsic bandgaps and band alignment facilitate efficient charge separation. However, achieving controlled deposition of copper oxide nanoparticles on ZnO nanorods remains challenging, particularly in forming well-defined interfaces. Here, we report a UV-assisted photo-deposition method using [Cu(EDTA)]2− complexes to predominantly form Cu2O nanoparticles on sea-urchin-like ZnO nanorods that either were used as-prepared or subjected to systematic post-heating treatments. The structural, chemical, and electronic properties of the resulting pn-type heterostructures were characterized by X-ray diffraction, electron microscopy, and photoelectron and photoluminescence spectroscopy, while phenol photodegradation products were quantified by HPLC. In contrast to the as-prepared ZnO nanorods, annealing treatment prior to Cu2O deposition produces well-developed Cu2O–ZnO interfaces, yielding pn-type heterostructures with enhanced photocatalytic degradation of phenol under UVA illumination. Our results indicate improved interfacial charge transfer, attributed to reduced lattice defects and removal of surface contaminants through annealing. These findings demonstrate that substrate surface preparation combined with atom-by-atom photo-deposition of chelated copper complexes provides a straightforward route for optimizing heterostructure catalysts with improved interfacial properties and enhanced photocatalytic activity.