Ultrafast interfacial electron transfer in sensitized solar cells has mostly been probed by visible-to-terahertz radiation, which is sensitive to the free carriers in the conduction band of the semiconductor substrate. Here, we demonstrate the use of deep-ultraviolet continuum pulses to probe the interfacial electron transfer, by detecting a specific excitonic transition in both N719-sensitized anatase TiO2 and wurtzite ZnO nanoparticles. Our results are compared to those obtained on bare nanoparticles upon above-gap excitation. We show that the signal upon electron injection from the N719 dye into TiO2 is dominated by long-range Coulomb screening of the final states of the excitonic transitions, whereas in sensitized ZnO it is dominated by phase-space filling. The present approach offers a possible route to detecting interfacial electron transfer in a broad class of systems, including other transition metal oxides or sensitizers.