Anatase TiO2 is a typical photocatalyst, and its excellent performance is limited in ultraviolet light range due to its wide band gap of 3.2 eV. A series of Se-doped TiO2 nanoparticles in anatase structure with various Se concentrations up to 17.1 at.% were prepared using sol-gel method. The doped Se ions are confirmed to be mainly in the valence state of + 4, which provides extra electronic states in the band gap of TiO2. The band gap is effectively narrowed with the smallest gap energy of 2.17 eV, and the photocatalytic activity is effectively improved due to the extended absorption range. The photocatalytic activity was evaluated by the degradation of Rhodamine B (RhB) in aqueous solution under visible light irradiation. The results show that Se doping significantly improves the photocatalytic activity of TiO2 and 13.63 at.% Se-doped TiO2 has the best performance.