The invention discloses a titanium dioxide composite material and a preparation method thereof, a photo-anode and an application of the photo-anode. The titanium dioxide composite material comprises a titanium dioxide carrier, cuprous sulfide and cadmium sulfide, wherein the cuprous sulfide and the cadmium sulfide are loaded on the surface of the titanium dioxide carrier. The preparation method comprises loading of the cadmium sulfide and loading of the cuprous sulfide. The preparation method disclosed by the invention has the advantages that the operation process is simple and the loading amount is easy to control; and the prepared titanium dioxide composite material has the advantages of being simple in preparation process, high in photoelectric conversion efficiency, fast in photoresponse, wide in photoresponse degree range, high in corrosion resistance and good in stability, and relatively high photo-generated current can be generated. The photo-anode disclosed by the invention comprises the titanium dioxide composite material, can be used for photoelectric catalysis cracking of water for hydrogen production, and has the advantages of being high in stability, long in service life, high in photoresponse degree, high in photo-generated current, high in photoelectric catalysis cracking capability on water and high in photoelectric conversion efficiency.