Vehicle exhaust has been acknowledged as an essential factor affecting human health due to the extensive use of cars. Its main components include volatile organic compounds (VOCs) and nitrogen oxides (NOx), which can cause acute irritation and chronic diseases, and significant research on the treatment of vehicle exhaust has received increasing attention in recent decades. Recently, photocatalytic technology has been considered a practical approach for eliminating vehicle emissions. This review highlights the crucial role of photocatalytic technology in eliminating vehicle emissions using semiconductor catalysts. A particular emphasis has been placed on various photocatalytic materials, such as TiO2-based materials, Bi-based materials, and Metal–Organic Frameworks (MOFs), and their recent advances in the performance of VOC and NOx photodegradation. In addition, the applications of photocatalytic technology for the elimination of vehicle exhaust are presented (including photocatalysts combined with pavement surfaces, making photocatalysts into architectural coatings and photoreactors), which will offer a promising strategy for photocatalytic technology to remove vehicle exhaust.