The electrostatic self-assembly method (ESAM method) was used to prepare natural clinoptilolite supported-nano titanium dioxide photocatalysts with the purpose of immobilizing nano titanium dioxide and improving the photocatalytic efficiency of the photocatalysts. (OCH3)3Si(CH2)3SH silane was modified on natural clinoptilolite by dry process. Sulfhydryl group (—SH) of the silane was then oxidized to electronegative sulfonic acid group (—SO3H) by 30% H2O2/HOAc oxidant. On the effect of electrostatic interaction, the electronegative clinoptilolite was self-assembled together with titanium polycation to form clinoptilolite-titanium dioxide compound. The natural clinoptilolite supported-nano titanium dioxide photocatalysts were obtained after the calcinations of the above samples at a certain temperature. The materials were characterized by X-ray diffraction (XRD) and scanning electron microscopy (SEM). Methyl orange (MO) was used to estimate the adsorption and photocatalysis of the materials. The results show that the anatase begin to transform to rutile when the calcination temperature is above 600℃. Nano titanium dioxide is evenly distributed on the surface and in the pores of natural clinoptilolite. The materials exhibit a synergistic effect of adsorption and photocatalysis on methyl orange. The decoloration rate of MO solution catalyzed by samples calcined at 200℃ reaches 79.36% after illumination for 1 h. The material prepared by the ESAM method exhibits higher photocatalytic activity than that prepared by the traditional method.