In this work, core/shell structured CNTs@CoFe2O4 composites were prepared using CVD technique with CoFe2O4 microspheres as catalysts. Titanium dioxide (TiO2) was successfully loaded on the surface of CNTs@CoFe2O4 composites to get TiO2/CNTs@CoFe2O4 nanocomposites. As-prepared nanocomposites were examined by scanning electron microscopy, X-ray diffraction and transmission electron microscopy. The results show a successful loading of TiO2 nanoparticles on CNTs@CoFe2O4 composites. The photocatalytic properties of TiO2/CNTs@CoFe2O4 nanocomposites for methylene blue were investigated under UV light irradiation. The degradation rate of methylene blue is 96% for TiO2/CNTs@CoFe2O4 nanocomposites with TiO2 mass ratio of 68.4%, while it is 71% for pure TiO2. CNTs play a key role in the charge recombination to enhance the electron hole separation. CoFe2O4 is beneficial for the recyclability of the composite catalysts by providing a magnetic field.