In this study, TiO2 thin films were deposited by ultrasonic spray pyrolysis from solutions with concentrations of 0.1 and 0.2 M. The deposition temperature was adjusted at 350 °C and all samples were annealed at 500 °C for 1 h in air. The thickness of TiO2 films was changed in the range of 50 to ca. 800 nm by varying the number of spray cycles from 1 to 21 and the solution concentration. The results showed that the mean crystallite size of the anatase structure, the surface roughness, and light absorption increased with the film thickness. The effect of film thickness on the photocatalytic activity was investigated with the photodegradation of stearic acid under UV-A irradiation. The optimal thickness of TiO2 films fabricated by ultrasonic spray pyrolysis for photocatalytic self-cleaning applications was in the range of 170–230 nm, indicating a ca. 2.6 times-higher photocatalytic self-cleaning activity compared to the reference sample, Pilkington ActivTM. The photocatalytic results showed that the 190 nm-thick TiO2 film deposited from the 0.1 M solution applying seven spray cycles exhibited the finest grain structure and maximum photocatalytic activity, leading to 94% of stearic acid degradation in 180 min under UV-A light with the reaction rate constant k = 0.01648 min−1.