This paper presents a study on the photocatalytic reaction about the composite particles of $TiO_2$-coated phosphors under visible light irradiation. Nanocrystalline titanium dioxide layers were directly coated on the alkaline earth aluminate phosphor, $CaAl_2O_4:Eu^{2+},;Nd^{3+}$ particles by an sol-gel processing method. The photocatalytic reaction was analyzed with the degradation of methylene blue (MB) aqueous solution under UV and visible light irradiations. $TiO_2$-coated phosphor powders showed different photocatalytic mechanism, compared with pure $TiO_2$ (P-25, Degussa). Under UV-irradiation, $TiO_2$-coated phosphor powders showed slow photocatalytic reactivity in the early stage and fast in the latter, compared with that of pure $TiO_2$. However, $TiO_2$-coated phosphor powders showed much faster photocatalytic reactivity than that of pure $TiO_2$ under visible irradiation. In addition, the characterizations of the $TiO_2$-coated phosphor powders were conducted by a X-ray diffractometer (XRD), transmission electron microscope (TEM), and energy dispersive spectroscopy (EDS).