A simple method of depositing titanium dioxide ($TiO_2$) nanoparticles onto graphene oxide (GO) as a catalytic support was devised for photocatalytic degradation of methylene blue (MB). Thiol groups were utilized as linkers to secure the $TiO_2$ nanoparticles. The resultant GO-supported $TiO_2$ (GO-$TiO_2$) sample was characterized by transmission electron microscopy (TEM), near-edge X-ray absorption fine structure (NEXAFS), and X-ray photoelectron spectroscopy (XPS) measurements, revealing that the anatase $TiO_2$ nanoparticles had effectively anchored to the GO surface. In the photodegradation of MB, GO-$TiO_2$ exhibited remarkably enhanced photocatalytic efficiency compared with thiolated GO and pure $TiO_2$ nanoparticles. Moreover, after five-cycle photodegradation experiment, no obvious deactivation was observed. The overall results showed that thiolated GO provides a good support substrate and, thereby, enhances the photodegradation effectiveness of the composite photocatalyst.