ZrO2 nanotubes (ZrNTs) were produced by anodisation of zirconium foil in H2O2/NH4F/ethylene glycol electrolyte. The as-anodised foils were then soaked in the anodising electrolyte for 12 h. Soaking weakens the adherence of the anodic layer from the substrate resulting in freestanding ZrNTs (FS-ZrNTs). Moreover, the presence of H2O2 in the electrolyte also aids in weakening the adhesion of the film from the foil, as foil anodised in electrolyte without H2O2 has good film adherence. The as-anodised FS-ZrNTs film was amorphous and crystallised to predominantly tetragonal phase upon annealing at >300 °C. Annealing must, however, be done at <500 °C to avoid monoclinic ZrO2 formation and nanotubes disintegration. FS-ZrNTs annealed at 450 °C exhibited the highest photocatalytic ability to degrade methyl orange (MO), whereby 82% MO degradation was observed after 5 h, whereas FS-ZrNTs with a mixture of monoclinic and tetragonal degraded 70% of MO after 5 h.