Ag-modified ZnO, F-modified ZnO and (Ag, F)-modified ZnO nanoparticles were prepared by thermal shock method in order to study the effects of doping agents on their crystal structure, morphology, optical properties, surface structure and photocatalytic activity. The catalysts were characterized by XRD, FE-SEM, TEM, FTIR, UV–Visible diffuse reflectance and XPS spectroscopy. The photocatalytic activity was evaluated via the degradation of methylene blue under UVA and visible light irradiation. According to the results, the thermal shock process with AgNO3 did not modify the morphology but successfully created silver species on the surface of ZnO, which induces the visible light absorption and then increases the photocatalytic activity. The enhanced phototcatalytic performance was also observed in F-modified ZnO sample owing to the increase of surface hydroxyl groups and the formation of zinc vacancies. Among three modified ZnO samples, (Ag, F)-modified ZnO was found to be the best sample with the photocatalytic activity enhanced by the factor of 3 under both UVA and visible light, which may be attributed to the synergic effects of AgNO3 and KF used in thermal shock process.