The high-quality ZnO/graphene nanostructured composites have wide application prospects in optoelectronic devices, sensors, photocatalysis, and other fields. In this study, bulk ZnO was used as the raw material to prepare ZnO nanoparticles, which were in-situ precipitated onto graphene nanosheets. The bulk ZnO was dissolved in a choline chloride-urea eutectic solvent, and then an ethanol-water mixed anti-solvent was dropwise added to precipitate ZnO nanoparticles in the presence of graphene nanosheets. After heat treatment, ZnO nanoparticle/graphene nanosheet composites (ZnO@G) were obtained. The physicochemical properties of the composites were characterized by TEM, XRD, ICP, Raman, FTIR, and UV-visible absorption spectroscopy, and their photocatalytic performance for methylene blue degradation was investigated. The results showed that ZnO nanoparticles were evenly dispersed on graphene surface, and thus expanding the light absorption range. The interface was connected via Zn-O-C bonds, providing an electron transfer channel between the two phases. By adjusting the composition ratio of the anti-solvent, the particle size and precipitation amount of ZnO can be controlled. ZnO@G can efficiently degrade methylene blue under both full-spectrum and visible light irradiations. The main active species were identified as superoxide radicals (O_2^(?-)) generated from the oxidation of H2O by photoinduced holes and the reduction of dissolved oxygen by photoinduced electrons. This work provides a novel method for transforming bulk ZnO into nanostructured ZnO and uniformly precipitating onto the surface of graphene sheets. The self-assembled ZnO@G enables efficient photocatalytic degradation of methylene blue, and the experimental results and presumed generation pathways of active species provide insights into the photocatalytic mechanism of ZnO/carbon composites.