Zinc containing electric arc furnace dust (EAFD) is a hazardous solid waste generated during the electric arc furnaces steelmaking process, which contains a large amount of zinc and iron oxides. Systematically studying its photocatalytic performance is of great significance for its high value-added utilization. Herein, the EAFD collected from Masteel is treated by roasting modification, and the effect of roasting on its visible light photo-Fenton catalytic activity is evaluated using acid orange II (AOII) as a model pollutant. The phase structure, microtexture, and photoelectrochemical properties of EAFD are analyzed using X-ray diffraction (XRD), scanning electron microscopy (SEM), and photoelectrochemical workstation, and the relevant mechanisms are discussed. The results indicate that EAFD has good visible light catalytic activity, and calcination has a significant impact on its phase components, carrier concentration, separation and transport behavior of photo generated electrons/holes, thereby regulating its photo-Fenton catalytic performance. Calcination at 260℃ can effectively remove inert attachments on the surface of particles without changing their main phase composition, exposing more active sites on the surfaces of catalytic active phases Fe3O4, ZnFe2O4, and ZnO. Compared to the uncalcined EAFD sample, the carrier concentration has increased by 1.66 times, and it possesses the lower electrochemical impedance and better photo-generated electron/hole separation efficiency. Compared with the uncalcined sample, its degradation rates for AOII at 2, 4, and 6 h increase by 47.6%, 11.1%, and 7.4%, respectively, with a degradation rate of 94.2% after 6 h. Further increasing the calcination temperature to 510 and 650℃, the degradation rates of AOII over the calcined EAFD samples decrease to 87.8% and 63.8% within 6 hours respectively, being attributed to the transformation of ZnO and some Fe3O4 in EAFD into ZnFe2O4 and particle coarsening above 510℃. Mildly roasted zinc containing electric arc furnace dust can be used as a low-cost, high visible light activity photocatalytic material, with potential applications in the treatment of organic pollutants in industrial wastewater. It has positive significance for the high value-added utilization of metallurgical solid waste and sustainable environmental development.