The invention relates to a Pd/TiO2-C nanotube catalyst, which comprises the following components in percentage by weight: 85 to 98% of TiO2, 0.1 to 5.5% of Pd, and 0.5 to 12% of carbon. The average tube diameter is 4 to 13 nm. 93 to 98% of carbon is covered on the inner surface of TiO2 nanotubes. The preparation method is simple and feasible, and has the characteristics of low cost and environment-friendliness. Compared with a conventional TiO2 nanotube supported Pd catalyst, the provided Pd/TiO2-C nanotube catalyst has a better bonding performance, can be processed and moulded in the absence of organic adhesive, and has a better aldehyde hydrogenation activity.