The ammonia phosphate treated HZSM-5 zeolite was used as support for TiO2 prepared by sol-gel method. Adsorption and photocatalytic activity of the zeolite, adsorption of the loaded TiO2, and the optimum TiO2 loading percentage were studied. The zeolite can concentrate methyl orange solution after adsorbing water and possesses no obvious photocatalytic activity. The solution reached its adsorption equilibrium after 20 min when using TiO2 loaded on HZSM-5. In the TiO2 loading range from 10% to 70%, the dye decoloration rate increased constantly from 20% to 36.2%. The activity of the TiO2 was enhanced after loading with the optimum loading percent of 70%. During the whole 180 min of irradiation, TiO2/HZSM-5 showed enhanced methyl orange decoloration activity.