A unique and efficient composite material was synthesized by incorporating carbon quantum dots on to the surface of zirconia (ZrO2) nanoparticles. ZrO2 nanoparticles with an average diameter of 40 nm were synthesized by a sol-gel process with zirconium oxychloride as the precursor. Carbon quantum dots (CQDs) were synthesized via a facile method by calcining a solution of ammonium citrate. Synthesized CQDs suspended in absolute ethanol emitted a green glow under UV irradiation. A convenient one-step process involving mixing in absolute ethanol under sonication was adopted for the formation of CQD-decorated ZrO2 nanoparticles (CQDZ). The dried final composite was characterized by scanning electron microscopy, transmission electron microscopy, X-ray diffraction and Fourier transform infrared (FT-IR) spectroscopy. The photocatalytic performance of CQDZ was evaluated by quantifying the removal efficiency of methylene blue dye. CQDZ managed to remove methylene blue by 66.5%, 76.5%, 84.3% and 95.0% under UV-irradiation of 10, 20, 40 and 60 min respectively. Under the same experimental conditions, pure ZrO2 nanoparticles managed to remove only 34% of the dye under 60 min of UV irradiation. The produced composite showed promise as a formidable contender to be used in industrial dye removal from waste water.