The reasonable construction of composite membranes with dual functions of rapid adsorption and photo-Fenton-like oxidation degradation holds great significance in the field of wastewater purification. Herein, a poly(vinylidene fluoride)-based composite membrane (denoted as CFT/PVDF) was meticulously prepared through a nonsolvent induced phase separation (NIPS) process with the introduction of cobalt-iron metal–organic framework (CoFe-MOF) and TiO2 (Degussa P25). The composite membrane exhibited an excellent adsorption ability for removing a variety of organic pollutants from water. With the integration of adsorptive filtration and in situ photo-Fenton-like degradation, the removal efficiency of tetracycline hydrochloride reached up to 92.9% through the CFT/PVDF membrane in one filtration process, and the remarkable performance could be maintained after ten consecutive cycles. Moreover, a group of CFT/PVDF membranes was connected in series to realize the fast and continuous wastewater treatment. The photo-Fenton-like oxidation mechanism and possible degradation pathways were proposed on the basis of active-species detections and degradation intermediates analysis. The toxicological analysis indicated that tetracycline was in situ degraded into less toxic intermediates and even nontoxic substances by the CFT/PVDF composite membrane. This work provides some valuable guidance on the construction of self-cleaning membranes for sustainable wastewater remediation and potential applications.