Recent experiments have indicated that TiO2 co-doped with cerium (Ce) and nitrogen (N) may show enhanced photocatalytic activity in the visible region with respect to TiO2 doped only with Ce. Prompted by these findings, we have investigated Ce-N co-doped TiO2 through a theoretical study. Density functional theory (DFT) calculations have been carried out with the generalized gradient approximation (GGA) to describe the electronic structure and photocatalytic activity of Ce-, N- and N/Ce-doped anatase TiO2; substitutional locations of Ce and N in the TiO2 lattice were considered: an O (Ti) atom is replaced by an N (Ce) atom. It was found that the Ce-N co-doped case narrows the band gap more significantly than the corresponding mono-doped anatase TiO2. These findings give the theoretical understanding for recent experimental results.