Membrane separation is a promising approach for the remediation of oil contamination in water. High-flux separation of membrane relies on the rational design of ultrathin active layer to significantly reduce mass transfer distance for achieving high separation flux, while the ultrathin active layer is usually fragile with poor mechanical strength, which has to be supported on a support. Herein, we employed collagen fiber membrane (CFM) as multi-functional support for the in-situ growth of polyacrylonitrile (PAN) layer by electrospinning to prepare the high-performance PAN/CFM composite membrane. Due to the amphiphilic nature and strong capillary effect, CFM played the role as multi-functional support to provide separation effectiveness and boosted separation flux. The PAN/CFM composite membrane enabled ultrahigh separation flux (e.g., 51751.59 L m−2 h−1 bar−1) to a variety of oil-in-water emulsion, which was one order of magnitude higher than that of commercial polyethersulfone membrane and 1.86-fold to that of cellulose acetate membrane. Furthermore, the PAN/CFM composite membrane retained high separation flux (e.g., 11046.97 L m−2 h−1 bar−1) during the 5th separation cycle, providing appreciable anti-fouling capability. Therefore, our findings provided a promising way to effectively resolve the problem of oil contamination in water.