A composite photocatalyst is provided. The composite photocatalyst includes a nanomotor and a plurality of cocatalysts, the nanomotor comprises a shell formed by porous material, at least one inner core formed by a photocatalyst, and a cavity between the shell and the at least one inner core, the plurality of cocatalysts are located in the cavity. The plurality of cocatalysts are selected from the group consisting of metal nanoparticles, metal oxide nanoparticles, metal sulfide nanoparticles, phosphate nanoparticles, up-conversion material nanoparticles, and any combination thereof. A method for making the composite photocatalyst and application thereof are further provided. The plurality of cocatalysts and the nanomotor forms a photocatalytic synergistic reaction system, improving photo-catalytic activity of the composite photocatalyst.