Anatase TiO₂ nanorods (ANR) with active facet {100} as the dominating facet were synthesized and oxygen deficient TiO_2-X nanorods (ReANR) was prepared by reducing TiO₂ using NaBH₄. A thin layer of Al₂O₃ was coated on the surface of ReANR by atomic layer deposition (ALD), and the thickness of Al₂O₃ was tailored by varying the cycle number (1, 2, 5, 10, 50, 100, or 200) of ALD operation. The growth rate of Al₂O₃ was 0.25 Å per cycle as evidenced by high-resolution transmission electron microscopy, and the amorphous structure of Al₂O₃ was determined based on X-ray diffraction results. ANR, ReANR and Al₂O₃ coated ReANR were tested for CO₂ photoreduction with water, with CO and CH₄ as the major and minor products, respectively. Compared with ANR, ReANR had more than 50% higher CO production and more than ten times higher CH₄ production due to the oxygen vacancies that possibly promoted CO₂ adsorption and activation. With less than 5 cycles of ALD, Al₂O₃ coated ReANR had enhanced overall production of CO and CH₄ than uncoated ReANR, with 2 cycles being the optimum, about 40% higher overall production than ReANR. Whereas, when more than 5 cycles were applied, both CO and CH₄ production decreased with increasing number of ALD cycles. Photoluminescence (PL) analysis showed the both 2 cycles and 200 cycles of Al₂O₃ ALD coating layer on the ReANR were able to reduce the charge carrier recombination rate, likely because of the passivation of surface states. However, a relatively thick layer of Al₂O₃ may act as an insulation layer to prohibit electron migration to the catalyst surface. This work gives valuable insights on the application of ALD coating on photocatalysts to promote CO₂ photoreduction to fuels.