In this paper, a magnetic hollow fly ash microsphere(MHFM) was prepared by citrate sol-gel method and the Cu doped TiO2 nanopowder were prepared by sol-gel process at which the novel magnetic Cu-doped TiO2 photocatalyst (M-Cu/TiO2) was prepared by coating-calcining process. The crystal phase and morphology of M-Cu/TiO2 were investigated by Scanning electron microscopy(SEM), X-ray diffraction(XRD), The photocatalytic activities of the prepared photocatalyst under different preparation conditions were evaluated by the degradation of methyl orange (MO). Results showed that these TiO2 photocatalysts were highly efficient for the destruction of methylene orange in water. In addition, the multi-coating procedure made it possible to effectively control the physical properties of TiO2 layer such as the coating thickness, amount of TiO2 and photocatalytic activity. The floating catalyst made by this method could also be separated easily from the reaction system. And the multilayer film has higher photocatalytic activity than TiO2 film under visible light irradiation.