TiO2 nanorods are self-assembled on the graphene oxide (GO) sheets at the water/toluene interface. The self-assembled GO-TiO2 nanorod composites (GO-TiO2 NRCs) can be dispersed in water. The effective anchoring of TiO2 nanorods on the whole GO sheets is confirmed by transmission electron microscopy (TEM), X-ray diffraction (XRD), Fourier transform IR spectroscopy (FTIR), and thermogravimetric analysis (TGA). The significant increase of photocatalytic activity is confirmed by the degradation of methylene blue (MB) under UV light irridiation. The large enhancement of photocatalytic activity is caused by the effective charge anti-recombination and the effective absorption of MB on GO. The effective charge transfer from TiO2 to GO sheets is confirmed by the significant photoluminescence quenching of TiO2 nanorods, which can effectively prevent the charge recombination during photocatalytic process. The effective absorption of MB on GO is confirmed by the UV-vis spectra. The degradation rate of MB in the second cycle is faster than that in the first cycle because of the reduction of GO under UV light irradiation.