In this study, two lignin–clay complexes, namely lignin–diatomite (L-DMT) and lignin-montmorillonite (L-MMT), were prepared. Then, 1 wt % of DMT, MMT, L-DMT, and L-MMT were incorporated into wood flour/polypropylene (WF/PP) composites. The changes in their surface color and flexural and impact properties during accelerated ultraviolet (UV) weathering were tested, accompanied by characterizations through UV–visible spectra, scanning electron microscopy, and attenuated total reflection Fourier transfrom infrared spectroscopy. The results showed that (1) lignin deposited on the surface of MMT after treatment, and part of them even penetrated into the micropores of DMT; (2) all additives exhibited good UV absorption ability and protected the composites from photodegradation to different extents; (3) composites containing lignin–clay complexes showed less severe surface deterioration and less reduction in mechanical properties during weathering; and (4) L-MMT exhibited photocatalytic effect at the later stage of weathering, while L-DMT was the most effective additive combination on retarding the photodegradation of composites as used in this study because of its excellent UV-shielding effect.