We present an efficient experimental method to investigate the photocatalytic activity of Nb-doped TiO₂ (TNO) polycrystalline film deposited on glass substrate by sputtering. The photocatalytic activity of the thin film was evaluated by oxidative photodegradation of methylene blue (MB) solution at wavelength of 292 nm in the ultraviolet (UV) region. Two ways of installing a UV light source to illuminate the sample were demonstrated: (a) with UV light coming from the front of the thin film through the MB solution, and (b) with UV light coming from the back of the thin film through the glass substrate. Compared with installation (a), which is often applied for photocatalytic activity investigation, the influence of the UV light on the dye solution is removed in installation (b), resulting in significantly improved illuminating light intensity. The results show that the photocatalytic efficiency of the thin film with installation (b) was two times higher than that with installation (a). Thus the proposed approach (b) for installing the UV light source is more promising for investigation of photocatalytic properties.