$Fe_2O_3,;Ag_2O,;CaWO_4$ and $Gd_2O_2S$:Tb loaded on titanium dioxide photocatalysts (P25, Degussa) were prepared by a calcination. Their composite films containing water-born polyurethane used as a material for immobilization were obtained by spray coating technique. The photocatalytic activity of the titanium dioxide films was characterized by decrease of UV-vis absorption spectra for methylene blue and gas chromatography for photocatalytic decomposition of formaldehyde diluted in water. It was shown that the $Gd_2O_2S$:Tb modified titanium dioxide films had good photocatalytic properties and followed the first-order kinetic model with regard to photocatalytic decoloration of methylene blue. Especially in formaldehyde photodegradation experiment, decrease rate of concentration of the titanium dioxide films with $Gd_2O_2S$:Tb modifying was about 35% larger than that of the unloaded titanium dioxide film.