In this work, we reported the preparation of composites based on titania (TiO₂) and Zeolite Socony Mobil-5 (ZSM-5) nanozeolite, following two approaches (i.e., incorporating the presynthesized zeolite in the synthesis medium of TiO₂ and incorporating presynthesized TiO₂ in the synthesis medium of ZSM-5). The materials synthesized were characterized by X-ray fluorescence (XRF), X-ray diffraction (XRD), nitrogen adsorption, X-ray photoelectron spectroscopy (XPS), ultraviolet–visible spectroscopy (UV–vis), transmission electron microscopy (TEM), scanning electron microscopy (SEM), and energy-dispersive X-ray (EDX) spectrometry analysis, and their photocatalytic activities were assessed in the oxidation of propene in the gas phase. It was observed that the synthesis methodology affects the final properties of the composite, which ultimately affected their photocatalytic performance in the studied application. It was found that the Nano-ZSM5/TiO₂ composite was the most active among the investigated samples, which was attributed to the intimate contact between the two components of the composite, the preserved properties of the photocatalytic active phase in the final material, and the positive contribution of the nanozeolite by increasing the local concentration of propene.