A highly breathable membrane integrating an asymmetrically superwettable Janus skin and a hydrophobic nanofibrous membrane (NFM) was developed via sequential electrospinning and electrospraying for application in membrane distillation (MD). The electrosprayed asymmetrically superwettable Janus skin composed of lotus-leaf-like nano/microstructured nanofilaments exhibited an intriguing underwater superoleophobicity of 164° and an in-air superhydrophobicity of 166°, thereby providing a robust resistance to membrane fouling with high flux. The newly developed membrane with an ultrathin Janus skin layer, high porosity and interconnected pore structure displayed a high water flux of over 25 L m−2 h−1, a robust oil resistance and an excellent durability in direct contact MD (ΔT = 40 °C) during the treatment of oil-in-saline water emulsion (1000 ppm oil). The present development can thus endow MD with the ability to desalinate challenging water matrices with complex compositions. Significantly, the sequential electrospraying process utilized in the construction of the Janus skin is expected to be applicable to a wide range of other selective separations.