To address environmental pollution and energy shortage issues, titanium dioxide (TiO2)-based photocatalysts, as an efficient pollution removal and fuel production technology, have been widely used in the field of photocatalysis. In practical applications, TiO2-based photocatalysts are usually prepared on various substrates to realize the separation of the catalyst from water and improve photocatalytic stability. Herein, the research progress of TiO2-based heterogeneous photocatalytic coatings deposited on glass substrates with various deposition techniques is reviewed. Such TiO2-based composite coatings obtained using different techniques showed excellent self-cleaning, pollution removal, air purification, and antibiosis performance. The various deposition techniques used for the preparation of TiO2 coatings, such as wet chemical deposition (WCD), electrodeposition, physical vapor deposition (PVD), and chemical vapor deposition (CVD) were discussed together with photocatalytic applications by highlighting the typical literature. Finally, the challenges and prospects of developing TiO2-based heterogeneous coatings were put forward.