The Fenton membrane is effective in removing organic pollutants from wastewater through the synergy of Fenton catalysis and membrane separation. However, the preparation of a Fenton membrane with excellent self-cleaning performance, catalytic ability, and stability remains a key research direction. Herein, a polyethersulfone (PES)/Fe3S4@NiO membrane was obtained via a non-solvent phase inversion method. The intercalation of photo-Fenton catalytic Fe3S4@NiO into the PES membrane can not only enhance the hydrophilicity but also endow the membrane with photo-Fenton catalytic activity. The separation efficiency of the obtained membrane for multiple oil-in-water emulsions exceeded 98.8%. In addition, the membrane presented excellent self-cleaning performance and stability, the separation efficiency remained high and stable even after 10 cycles of oil-in-water emulsions. Meanwhile, the effective degradation of several organic dyes under visible light was simulated; results showed that the membrane can achieve nearly 100% degradation of methylene blue in 9 min as well as rhodamine B and methyl orange in 3 min, and this membrane maintained high degradation efficiency (>98.7%) even after 5 cycles. Therefore, the results indicate that this PES/Fe3S4@NiO membrane has excellent separation performance and photo-Fenton activity, and the proposed membrane has a potential application scope for efficient emulsion separation and speedy dye degradation. Display omitted •Multifunctional PES/Fe3S4@NiO Fenton membrane with underwater super-oleophobicity and excellent catalytic performance was successfully prepared.•Separation of insoluble oil from the oil-water emulsion.•Self-cleaning and anti-fouling properties prolong the service life of the membrane.•Photo-Fenton degradation of organic pollutants for further water purification.