Novel self-cleaning catalytic membranes are prepared for water treatment via an integration of heterogeneous Fenton and membrane process. Polysulfone (PSF) based functional copolymers with pendant ferrocene groups are facilely synthesized via a combination of controlled radical polymerization and ester coupling reaction. Different catalytic membranes with tuned surface hydrophilicity are then prepared through non-solvent phase inversion method based on functional ferrocene- and hydroxyl-containing PSF. These membranes have demonstrated high activity in catalyzing Fenton-type reactions, which also lead to outstanding antifouling performance for the membrane. Finally, the catalytic membranes are successfully used for treatment of waste water containing different dyes. The proposed strategy in this work may provide worthy guidance to catalytic membranes, which is promising for water purification through simultaneous Fenton reaction and membrane separation.