We report on the synthesis and characterization of a composite nanostructure based on the coupling of cerium fluoride (CeF3) and zinc oxide (ZnO) for applications in self-lighted photodynamic therapy. Self-lighted photodynamic therapy is a novel approach for the treatment of deep cancers by low doses of X-rays. CeF3 is an efficient scintillator: when illuminated by X-rays it emits UV light by fluorescence at 325 nm. In this work, we simulate this effect by exciting directly CeF3 fluorescence by UV radiation. ZnO is photo-activated in cascade, to produce reactive oxygen species. This effect was recently demonstrated in a physical mixture of distinct nanoparticles of CeF3 and ZnO [Radiat. Meas. (2013) 59:139-143]. Oxide surface provides a platform for rational functionalization, e.g., by targeting molecules for specific tumors. Our composite nanostructure is stable in aqueous media with excellent optical coupling between the two components; we characterize its uptake and its good cell viability, with very low intrinsic cytotoxicity in dark.