As the value of TiO2 in environmental protection continues to be explored, it has broad potential for stone building protection. However, the hydrophilicity of TiO2 makes it challenging to keep stable on the exterior of buildings and hydroxyl radicals generated under UV irradiation may be harmful to substrates. Herein, TiO2 was wrapped with the SiO2 shell by a modified Stöber method and superhydrophobic TiO2 was obtained by grafting methyl groups on the SiO2 shell. The TiO2@Si–Me core-shell system were dispersed in Paraloid B72 and applied on marble surfaces to investigate the self-cleaning effect of TiO2 on the substrate. The results showed that the superhydrophobic TiO2 nanoparticles significantly enhanced the surface roughness, which was beneficial to transform the acrylic resin coating from hydrophilic to hydrophobic and retain the original vapor permeability. The adsorption rate and degradation efficiency of methylene blue of TiO2@Si–Me core-shell system were 2.19 and 1.45 times higher than that of pure TiO2. Furthermore, the superhydrophobic TiO2 did not change the color of the stone after UV aging, which contributed to maintaining the appearance of buildings. These findings will help to understand the role of photocatalytic nanomaterials in developing protective layers for stone construction and expand the application in the self-cleaning of the architectural environment.