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.