The invention belongs to the field of composite photocatalytic coatings and relates to a composite photocatalytic coating and a preparation method thereof. The preparation method of the composite photocatalytic coating comprises coating a base with a coating material through a ball milling method to obtain a coated body and keeping the coated body at a temperature of 973-1273 K for 2-15h, wherein the base comprises one or more of an Al2O3 ceramic body, a metal body and an alloy body and the coating material comprises one or more of TiC powder, titanium dioxide powder, metal powder and alloy powder. The coating microcosmic structure and even atomic and electronic structures of the composite photocatalytic coating produce substantial change in a mechanical coating process. In thermal oxidation, a series of physical and chemical changes are produced so that a functional coating with a unique microstructure is formed and has substantially higher photocatalysis functions.