Titanium dioxide (TiO2) supported on spherical alumina substrate was prepared by using sol-gel method combined with dip-coating process. The surface morphology and structure of the synthesized samples were characterized by scanning electron microscopy (SEM) and X-ray diffraction (XRD) pattern. The results show that the morphology of the supported TiO2 composite material was obviously different from that of the original support. It reveals a layer formed by anatase TiO2 nanoparticles of 10～20 nm was deposited on the alumina substrate. Energy dispersive X-ray spectroscopy (EDX) analyses on the spherical alumina substrate and the resulting TiO2 composite catalyst were performed to determine the TiO2 loading content in the samples. It indicates that the TiO2 loading content on alumina substrate could be effectively increased by increasing the times of dip-coating alumina support in TiO2 sol. When dip-coating times increased to 5, the TiO2 loading content increased from 3.8 Wt.% to 15.7 Wt.%. In addition, the photocatalytic performances of the supported TiO2 materials prepared by different dip-coating times have been investigated by degrading methylene blue. It was found that the surface morphology of the supported TiO2 material was not only improved, but also the photocatalytic activity could be promoted significantly by increasing the dip-coating times. When the alumina substrate was dip-coated in TiO2 sol from 1 to 4 times, the degradation rate of methylene blue increased from 40% to 83.1%. However, after dip-coating the alumina support in TiO2 sol for 5 times, the degradation of methylene blue was only up to 85.6%. This indicates that the photocatalytic activity increased slowly when the TiO2 content in the supported catalyst was up to some extent. It is attributed to the continuous dip-coating resulted in less opportunities and weak intensity of illumination for the TiO2 nano-particles that under lower layer. The photocatalytic activity was relatively stable after repeated use of the supported TiO2 material for 5 times.