A ceria loaded carbon nanotubes (CeO2/CNTs) nanocomposites photocatalyst was prepared by chemical precipitation, and the preparation conditions were optimized using an orthogonal experiment method. HR-TEM, XRD, UV-Vis/DRS, TGA and XPS were used to characterize the photocatalyst. Nitrogen adsorption-desorption was employed to determine the BET specific surface area. The results indicated that the photocatalyst has no obvious impurities. CeO2 was dispersed on the carbon nanotubes with a good loading effect and high loading efficiency without agglomeration. The catalyst exhibits a strong ability to absorb light in the ultraviolet region and some ability to absorb light in the visible light region. The CeO2/CNTs nanocomposites photocatalyst was used to degrade azo dye Acid Orange 7 (40 mg/L). The optical decolorization rate was 66.58% after xenon lamp irradiation for 4 h, which is better than that of commercial CeO2 (43.13%). The results suggested that CeO2 loading on CNTs not only enhanced the optical decolorization rate but also accelerated the separation of CeO2/CNTs and water.