Zeolitic imidazolate framework-8 (ZIF-8) is regarded as an excellent adsorbent material for removing diverse toxic or hazardous gases. However, its milli- to nanoscale size typically restricts its applications. In this study, we demonstrate the ZIF-8 nanocrystals assembled on TiO2-coated activated carbon fiber felts via atomic layer deposition (ZIF-8@ALD-ACF felts), which can be used as a highly efficient adsorbent for HCHO removal. Using the TiO2-coated ACF felts as substrates via ALD can provide large number of growth sites for ZIF-8 nanocrystals, which results in fast and highly efficient removal of HCHO. Furthermore, ZIF-8@ALD-ACF felts achieve a highly efficient removal of HCHO under ultraviolet (UV) light. HCHO can be completely removed at high concentration within 110 min. Moreover, under UV light, it can be completely removed at low concentration within 6 min. The micropores in ACF and nanocages in ZIF-8 are suitable for small molecular HCHO uptaking and provide sufficient contact time for photocatalysis by TiO2. The ALD technology provides a useful methodology for the practical application of MOF-based materials.