In this study, the P25 TiO2 nanoparticles and graphene sheets (GSs) composite were prepared from a facile thermal reaction of graphene oxide. Its microstructures and photocatalytic properties were characterized and measured using X-ray diffraction (XRD), high resolution transmission electron microscopy (HRTEM), Brunauer-Emmett-Teller (BET) specific area analysis, X-ray photoelectron spectroscopy (XPS), FT-IR spectra, and ultraviolet-visible (UV-vis) diffuse reflectance spectroscopy. Compared with pure P25 nanoparticles, the results reveal that (1) there is a red shift about 20 nm in the absorption edge of the P25/graphene composite; (2) the photocurrent of the composite is about 15 times higher than that of pure P25; (3) the visible light photocatalytic activity of the composite is enhanced greatly on decomposition of methylene blue (MB). The photocatalytic mechanism of the P25/graphene composite is also discussed.