In this paper, a photoelectrochemical study of hetero-junctions formed by zinc phthalocyanine (ZnPc) and semiconductor oxide nanocrystals (NCs), is reported. To this purpose, thin films composed of either size- and shape-controlled ZnO or TiO2 NCs, synthesized by both hydrolytic and non-hydrolytic colloidal methods, were investigated as photo-anodes with ZnPc as the sensitizer. The effects of the oxide nature, of the nanocrystal shape and surface chemistry, and of the modality of photo-anode preparation on the resulting photoelectrochemical response were evaluated. In general, the photoactivity was found to be significantly enhanced when ZnO NCs were used as compared to TiO2 NCs. In the latter case, the hetero-junctions based on non-hydrolytically prepared TiO2 provided remarkably lower photocurrents with respect to those formed by its hydrolytically synthesized analogous. Moreover, a slight improvement of photoactivity was observed if spherical TiO2 NCs were replaced by rod-like particles. Finally, as opposed to expectations, photo-anodes deposited from NC-ZnPc blended solutions exhibited a photoelectrochemical response comparable to that of sensitized films prepared by layer-by-layer procedure.