Ta2NiSe7 is a quasi-one-dimensional (quasi-1D) transition-metal chalcogenide with Ta and Ni chain structure. An incommensurate charge-density wave (CDW) in this quasi-1D structure was well studied previously using tunnelling spectrum, X-ray and electron diffraction, whereas its transport property and the relation to the underlying electronic states remain to be explored. Here we report our results of magnetoresistance (MR) on Ta2NiSe7. A breakdown of the Kohlers rule is found upon entering the CDW state. Concomitantly, a clear change of curvature in the field dependence of MR is observed. We show that the curvature change is well described by two-band orbital MR, with the hole density being strongly suppressed in the CDW state, indicating that the $p$ orbitals from Se atoms dominate the change in transport through the CDW transition.