Large-sized macroporous TiO2/SiO2 catalysts were prepared via filling a novel SiO2 support with a solution of tetrabutyl titanate in cyclohexane, undergoing subsequent in situ hydrolysis and final calcination to 600 °C. The loaded nano-particles of TiO2 were uniformly dispersed on the nano-layer of SiO2 support, the interaction of TiO2 and SiO2 was strengthened through the formation of Si-O-Ti bonds. Methyl orange was introduced in the macroporous catalyst as a target compound to investigate the photo-degradation of the loaded nano-TiO2. Under radiation of 365 nm UV light the highest degradation rate constant of 1.78/h was observed from the as-prepared catalyst containing 54.5 wt.% of TiO2. Formaldehyde and xylene in gas states can be captured and photo-degraded by the catalyst that was placed in a self-designed air-circulation device equipped with UV lights and electric fans. The high effectiveness of the catalysts in the cleaning of the indoor air should be owing to its special macroporous structure and the long-term photo-catalytic activity of loaded nano-TiO2.