Expanded graphite (EG) is synthesized by chemical intercalation of natural graphite (NG) and rapid expansion at high temperature, with titanium n-butoxide (TNB) used as titanium source by a sol-gel method to prepare EG-TiO$_2$ composite. The performances of the prepared EG-TiO$_2$ composite are characterized by BET surface area measurement, scanning electron microscopy (SEM), X-ray diffraction patterns (XRD) and energy dispersive X-ray analysis (EDX). To compare the photocatalytic activities of the EG-TiO$_2$ composite, three kinds of dye solutions, methylene blue (MB), methylene orange (MO) and rhodamine B (RhB), and two kinds of light source, UV light and visible light (VL), are used. Comparing the results, it can be clearly seen that the degradation of all of the dye solutions under irradiation by UV light is much better than that under irradiation by visible light, and the decomposition of MB solution was better than that of both of MO and RhB solution.