Titania nanoparticles (P25) are successfully chemically bonded with graphdiyne (GD) nanosheets by a facile hydrothermal treatment, to form a novel nanocomposite photocatalyst. The as‐prepared P25–GD nanocomposite exhibits higher photocatalytic activity for degrading methylene blue under UV irradiation than not only P25 and P25–carbon nanotube composite but also the current well‐known P25–graphene composite photocatalysts. Moreover, P25–GD also shows considerable visible‐light‐driven photocatalytic activity, since the formation of chemical bonds between P25 and GD effectively decreases the bandgap of P25 and extends its absorbable light range. The photocatalytic activity of P25–GD can be adjusted by changing the content of GD in composites and the optimized value is about 0.6 wt%. Such a nanocomposite photocatalyst might find potential application in a wide range of fields including air purification and waste water treatment.