In this study, CdSe-$TiO_2$ photocatalyst were synthesized by a facile solvothermal method and characterized by X-ray diffraction (XRD), Scanning electron microscopy (SEM) with energy dispersive X-ray (EDX) analysis and UV-vis diffuse reflectance spectrophotometer. The photocatalytic activity was investigated by degrading methylene blue (MB) in aqueous solution under irradiation of UV light as well as visible light. The absorbance of degraded MB solution was determined by UV-vis spectrophotometer. The results revealed that the CdSe-$TiO_2$ photocatalyst exhibited much higher photocatalytic activity than $TiO_2$ both under irradiation of UV light as well as visible light.