Modification with rare-earth (RE) metals has emerged as an important approach for enhancing the properties of titanium dioxide. Herein, the visible-light photocatalytic activity of RE-TiO2 (RE: Tm, Er, Nd, Dy, Lu, La, Ho, Pr, Tb, Sc, Ce, Yb, Sm, Gd, Y, or Eu) was investigated using a combination of computer simulations and experimental techniques. The RE-TiO2 photocatalysts were characterised using advanced experimental techniques, including X-ray diffraction, X-ray photoelectron spectroscopy, luminescence, diffuse reflectance spectroscopy, and specific surface area measurements. Furthermore, a quantitative structure–activity relationship analysis was conducted by applying a partial least-squares machine learning algorithm. The Ho-TiO2 sample exhibited the highest photocatalytic activity under visible-light irradiation. Notably, the observed activity was not due to an up-conversion process, originating instead from slight bandgap narrowing caused by new sub-bandgap states from the RE 4 f levels.