In order to address the problem with titania distribution and recovery, series of Ti0.91O2/CFA photocatalysts (Ti0.91O2/CFA-n, n=2,4,6, and 8) were fabricated by assembling Ti0.91O2 nanosheets on coal fly ash (CFA) microspheres via the layer-by-layer assembly (LBLA) process and characterized by scanning electron microscopy (SEM), X-ray diffraction analysis (XRD), N2-sorption, and ultraviolet-visible absorption (UV-vis) techniques. The SEM images and UV-vis spectra illustrated that Ti0.91O2 nanosheets were immobilized successfully on the CFA by the LBLA approach and changed the characteristics of CFA noticeably. The photocatalytic activity of Ti0.91O2/CFA was evaluated by the photodegradation of methylene blue (MB) under UV irradiation. The results demonstrated that Ti0.91O2/CFA-6 showed the best photocatalytic activity among the series of Ti0.91O2/CFA irradiated for 60 min, with a decoloration rate above 43%. After photocatalysis, the Ti0.91O2/CFA could be easily separated and recycled from aqueous solution and Ti0.91O2 nanosheets were still anchored on the CFA.