Nanostructured PbSe-graphene-TiO2 composites have been successfully synthesized via a facile ethylene glycol assisted-sonochemical synthesis approach in an aqueous solution. The as-prepared PbSe-graphene-TiO2 composites possessed enhanced decolorization of rhodamine B (Rh.B) and industrial dyes such as Texbrite BA-L (TBA), extended light absorption range, and efficient charge separation properties simultaneously. And the generation of reactive oxygen species (ROS) was detected through the oxidation reaction from 1,5-diphenyl carbazide (DPCI) to 1,5-diphenyl carbazone (DPCO). The sono-catalytic reaction mechanism was investigated by analyzing the date obtained. The coated PbSe and TiO2 nanoparticles with small and good dispersion station could be related to the sonochemical assisted synthesis route, it is wished that this paper might offer some important subjects for broadening the applications of sonocatalytic technologies.