TiO2 powder was firstly synthesized and carbon fiber was secondly prepared via the carbonization of polyaniline fiber, and TiO2/carbon fiber composites were lastly synthesized via a simple method at room temperature. The prepared samples are evidently investigated by X-ray powder diffraction, scanning electron microscopy, energy dispersive spectroscopy, ultraviolet-visible diffuse reflectance spectroscopy, photoluminescence spectrum, and X-ray photoelectron spectroscopy, respectively. Using the monochromatic light of ultraviolet, the photocatalytic activity of the TiO2/CF composites was accurately evaluated with respect to the degradation of an aqueous dye (methylene blue) solution. The relationship between the photocatalytic degradation of methylene blue dye and its ratio, contact time, and the amount of catalyst was studied. The kinetics and mechanisms of degradation were discussed. The results show that TiO2/CF composites have good photocatalytic activity and stability. The TiO2/CF2/1 composite was used in effective photocatalytic degradation of methylene blue, the weight ratio of TiO2 to carbon fiber was 2:1, and the degradation rate was obtaining up to 97.7% of degradation during 120 min of reaction. The photocatalytic stability of TiO2/CF composites was dependent on the stability of their structure. After 5 repeated uses, the composite TiO2/CF2/1 still exhibited rather high activity toward the degradation of methylene blue, where the decolorization efficiency of methylene blue achieved 92% and the loss of activity was negligible. Based on radical trapping experiments, the mechanism of TiO2/CF composites on photocatalytic degradation of methylene blue is proposed, which could explain the enhanced photocatalytic activity of the composites better. Superoxide radicals, photogenerated holes, and photogenerated electrons were the main active substances for methylene blue degradation.