The TiO2, Sb-doped and Mg-doped TiO2 nanoparticles were prepared by the hydrothermal method and characterized by scanning electron microscopy (SEM), Energy Dispersive X-ray (EDX), X-ray diffraction (XRD), X-ray photoelectron spectroscopy (XPS). The photoelectric conversion efficiency of the dye-sensitized solar cells (DSSCs) with photoanodes based on the optimized structure of Sb-doped TiO2 layer/TiO2 layer/Mg-doped TiO2 layer achieved 8.84%, which is noticeably higher than that of the undoped (7.34%) and single doped DSSCs (8.49% for Sb-dopant and 8.15% for Mg-dopant respectively). The flat band potential of the optimized-structure films shifts from −0.49 V (vs.SCE) to −0.59 V (vs.SCE), which is beneficial to the increase of Voc. The higher transfer rate of electrons in the optimized-structure films than in the undoped TiO2 and single doped TiO2 films is confirmed by IMPS and IMVS measurements, which is favorable to the higher Jsc. This work shows that tuning the film structure through different dopants is a new method to enhance the performance of DSSCs and has good potential for application in photoenergy conversion devices.