In this paper, copper phthalocyanine and polystyrene composite superfine fibers were readily prepared by electrospinning technology. After treating these composite fibers with paraformaldehyde in concentrated H2SO4 solution, the copper phthalocyanine molecules were covalently bonded to the polystyrene molecules. Meanwhile, the polystyrene molecules in the fibers were cross-linked to endow these fibers with excellent solvent resistance. The photocatalytic performance of this novel fibrous catalyst was evaluated by photodegradation of methyl orange in the presence of H2O2. The effects of light source, H2O2 dosage, catalyst loading, and temperature on the fiber catalyzed photodegradation of methyl orange were carefully studied. The photodegradation percentage of methyl orange in aqueous solution was up to ~ 97% under optimized reaction conditions. At last, this fibrous catalyst was readily recovered by simple filtration and reused for three times with satisfied photodegradation activities. In all, we have developed a facile way to prepare copper phthalocyanine functionalized polystyrene superfine fibers with excellent photocatalytic performance.