In this paper, a simple, efficient and environmental friendly method was proposed to fabricate TiO2/CdS nanotube arrays. The composite nanotubes with a core-shell coaxial structure were fabricated via a simple method of liquid deposition and double diffusion using anodic aluminum oxide (AAO) templates. The photocatalytic properties of the nanotube arrays (TiO2, TiO2/CdS) were confirmed by the degradation of methyl orange (MO) under UV irradiation. Compared to bare TiO2 nanotube arrays, TiO2/CdS composite nanotube arrays showed improved photocatalytic performance: The degradation efficiency of TiO2/CdS and TiO2 nanotube arrays towards methyl orange was 65% and 39%, respectively.