The photocatalytic approach is known to be one of the most promising advanced oxidation processes for the tertiary treatment of polluted water. In this paper, β-NaYF₄/TiO₂ composite films have been synthetized through a novel sol–gel/spin-coating approach using a mixture of β-diketonate complexes of Na and Y, and Yb³⁺, Tm³⁺, Gd³⁺, Eu³⁺ as doping ions, together with the TiO₂ P25 nanoparticles. The herein pioneering approach represents an easy, straightforward and industrially appealing method for the fabrication of doped β-NaYF₄/TiO₂ composites. The effect of the doped β-NaYF₄ phase on the photocatalytic activity of TiO₂ for the degradation of methylene blue (MB) has been deeply investigated. In particular, the upconverting TiO₂/β-NaYF₄: 20%Yb, 2% Gd, x% Tm (x = 0.5 and 1%) and the downshifting TiO₂/β-NaYF₄: 10% Eu composite films have been tested on MB degradation both under UV and visible light irradiation. An improvement up to 42.4% in the degradation of MB has been observed for the TiO₂/β-NaYF₄: 10% Eu system after 240 min of UV irradiation.