HZSM-5 zeolite was prepared by treating of NaZSM-5 with phosphoric acid and used as support for TiO2 prepared by sol-gel method. Adsorption and photocatalytic activity of the zeolite, adsorption ability of the loaded TiO2, and the optimum TiO2 loading amount were studied. The maximum methyl orange adsorption rate was less than 1% in the range of HZSM-5 dosage from 0.01 g up to 0.07 g. After 30 min of irradiation, the photocatalytic activity of HZSM-5 under UV irradiation was only between 1.5% and 2.7%. Methyl orange reached its adsorption equilibrium after 20 min under stirring. Total adsorption on the supported material was less than 2% after adsorption equilibrium. The TiO2 loaded on HZSM-5 treated with 0.2 mol/l phosphoric acid presented the optimum activity. The TiO2/HZSM-5 photocatalyst loaded on HZSM-5 treated with 0.2 mol/l aqueous H3PO4 solution could remove 93% of the initial methyl orange after 2 h.