Cu–Al–O thin films were grown on Si (111) substrates by using the reactive ion-beam sputtering (RIBS) method within the temperature range 80 to 380 °C. The effect of thermal annealing of Cu–Al–O films under various regimes of cooling on the microstructure, morphology, optical properties and photocatalytic activity were examined. The properties of annealed Cu–Al–O films were studied using atomic force microscope (AFM), energy dispersive X-ray spectroscopy (EDX), and Fourier transform infrared spectrometry (FTIR). The X-ray diffraction patterns show appearance only CuAl2O4 phase after thermal annealing of Cu–Al–O thin films at 900 °C. Raman scattering confocal measurements have also confirmed the presence of CuO phases in annealed Cu–Al–O samples. AFM results have indicated that the greatest RMS roughness is observed in CuAl2O4 films after temperature annealing under the fast cooling regime. Photodegradation of CuAl2O4 films was investigated using methyl orange as model pollutant. Present results indicate that CuAl2O4 photocatalysts are potential candidate for the practical application in photocatalytic degradation of organic compounds.