In this study, we successfully prepared CNT/$TiO_2$, Pt/CNT and Pt/CNT/$TiO_2$ composites and investigated their photocatalytic activity in MB solution by irradiation under UV light. Fourier transform infrared (FT-IR) spectroscopy was used to characterize the functional group on the surface of MWCNTs, which oxidized by MCPBA. Brunauer-Emmett-Teller (BET) surface area, transmission electron microscopy (TEM), X-ray diffraction (XRD) and energy dispersive X-ray (EDX) were used to analyze the prepared composites. The results of the decomposition of the MB solution indicated that the Pt/CNT/$TiO_2$ composite had the best photocatalytic activity among the three kinds of composites.