A layer of TiO₂ nanoparticles was deposited on the surface of cenosphere by using tetrabutyl titanate or titanium sulfate as the precursor under hydrothermal conditions. The morphology, chemical composition, crystal structure and optical properties of cenosphere before and after treatments were determined by scanning electron microscope, energy dispersive spectroscopy, X-ray diffraction and diffuse reflectance spectrum. The photocatalytic activity of methylene blue degradation was evaluated by using ultraviolet irradiation. The results showed that compared with tetrabutyl titanate, a thicker layer of TiO₂ nanoparticles in anatase structure was deposited on the surface of cenosphere treated with titanium sulfate. The crystal size of TiO₂ nanoparticle by using titanium sulfate as precursor was larger than that by using tetrabutyl titanate as precursor. The photocatalytic activity of TiO₂-coated cenosphere by using titanium sulfate as precursor was slightly enhanced mainly because of the higher crystallinity of anatase TiO₂. The formation mechanisms of TiO₂ coating on cenosphere surface and photocatalytic degradation of methylene blue with ultraviolet irradiation were also discussed.