Photoactivated methanol oxidation electrocatalysis attracts broad interest in recent years. Herein, we report the novel reduced graphene oxide encapsulated with a Pd-modified TiO2 nanosphere (PTG) hierarchical composite by the electrostatic assembly strategy. The homodisperse tiny palladium nanoparticles (Pd NPs) on the TiO2 support (Pd/TiO2) ensure more active sites exposed, and graphene encapsulation ensures rapid electron transmission and high light utilization of the PTG material. This tailor-made composite exhibits not only high catalytic activity up to 1052 mA/mg but also good stability due to its distinct hierarchical structure and strong interaction between Pd/TiO2 core and graphene shell. Moreover, detailed characterizations showed that the properties of PTG are related to the particle size and crystal phase of the TiO2 support. The optimal PTG-400-650 (TiO2 support with mixed crystal and particle size of 400 nm) displays 2.0-fold enhancement in catalytic activity under light illumination, which is superior to previously reported TiO2-based photoelectrocatalysts.