A superhydrophilic and underwater superoleophobic PVDF membrane (PVDFAH) has been prepared by surface-coating of a hydrogel onto the membrane surface, and its superior performance for oil/water emulsion separation has been demonstrated. The coated hydrogel was constructed by an interfacial polymerization based on the thiol-epoxy reaction of pentaerythritol tetrakis (3-mercaptopropionate) (PETMP) with diethylene glycol diglycidyl ether (PEGDGE) and simultaneously tethered on an alkaline-treated commercial PVDF membrane surface via the thio-ene reaction. The PVDFAH membranes can be fabricated in a few minutes under mild conditions and show superhydrophilic and underwater superoleophobic properties for a series of organic solvents. Energy dispersive X-ray (EDX) analysis shows that the hydrogel coating was efficient throughout the pore lumen. The membrane shows superior oil/water emulsion separation performance, including high water permeation, quantitative oil rejection, and robust antifouling performance in a series oil/water emulsions, including that prepared from crude oil. In addition, a 24 h Soxhlet-extraction experiment with ethanol/water solution (50:50, v/v) was conducted to test the tethered hydrogel stability. We see that the membrane maintained the water contact angle below 5°, indicating the covalent tethering stability. This technique shows great promise for scalable fabrication of membrane materials for handling practical oil emulsion purification.