In this study, nanoparticles of five photocatalytic systems based on pure zinc oxide and with rare earths ions M-ZnO (M = La3+, Ce3+, Pr3+ or Nd3+) calcined at 500 °C or 700 °C were synthesized and investigated as potential photocatalysts for the removal of dyes. The addition of rare earth ions causes a decrease in the bandgap of ZnO; therefore, it can be well used to improve the photocatalytic properties. The photocatalytic activity of the synthesized nanoparticles was evaluated by the degradation of Rhodamine B in the presence of H2O2 under ultraviolet illumination. The results indicate that all the synthesized nanoparticles show good dye degradation efficiency. The highest degradation efficiency was 97.72% for the Ce-ZnO sample calcined at 500 °C and was achieved in 90 min with an excellent constant of the dye degradation rate k = 0.0363 min−1 following a first-order kinetic mechanism. The presence of oxychlorides as secondary phases inhibits the rate of the photocatalytic reaction.