In our study, CNT-TiO2 composite catalyst was synthesized by sol-gel method. Powder X-ray diffraction (PXRD), transmission electron microscopy (TEM), scanning electron microscopy (SEM) and Fourier transform infrared spectroscopy (FTIR) analysis were carried out to characterize composite catalysts. From the results, anatase TiO2 particles were adsorbed on CNT in CNT-TiO2 composite catalyst and size distribution is about 5-10 nm. The photo-catalytic activities of the composite catalysts were evaluated by the photo-catalytic reduction of CO2. The results indicated the photo-reduction of CO2 into methanol in the photo-catalysis process, then CNT-TiO2 composite catalyst possessed higher photo-activity than Degussa P25 TiO2 and TiO2 prepared by sol-gel method. The maximum yield was reached the composition of 0.01 g CNT-TiO2 composite catalyst and 25 mL 0.2 N sodium hydroxide under the continuous irradiation of 20 hours. The preliminary results of photo-catalysis reaction in this work showed the methanol maximum yield of 423.96 mmol/g