Zeolites are not often used directly as photocatalysts. Their framework and nanocavities have served as support or hosts for photoactive materials or traces of transition metals functioning as photoactive sites for catalysing decomposition and oxidation reactions in the gas phase. Research in this area has been limited to a few synthetic zeolites and in this context, efforts are directed to the preparation of new zeolite-based photocatalysts, when in nature there is an abundance of materials with properties yet to be discovered. We report the application of a natural clinoptilolite–mordenite zeolite as an efficient self-photocatalytic material for the decomposition of caffeine in aqueous solution. Adsorption experiments, combined with textural, crystallographic, and spectroscopic characterization were performed comparatively for the natural zeolite, a synthetic homologue, and the iron-exchanged zeolite. The neat zeolite containing 1.2 wt% of endogenous iron exhibited 99% decomposition of caffeine after 4 h irradiation and a faster reaction rate, followed by the synthetic sample. In contrast, the iron-loaded sample was the less effective zeolite because of pore blocking. Caffeine adsorption occurred on the outer zeolite surface and the photoproducts were hydroxylated pyrimidine rings and linear amide derivatives.