The long-term and efficient treatment of shale gas wastewater is an inevitable tendency. This study employed the SEP@Fe-Mn/RGO composite membrane series for the membrane separation treatment of shale gas wastewater. Different proportions and different function of SEP@Fe-Mn/RGO composite membranes were obtained through the method of electrostatic self-assembly. This study researched the “Trade-off” issue of membranes separation through the analysis,resulting in membranes that best meets the separation requirements for shale gas wastewater. After two membrane separation, The oil-water separation efficiency (COD 2040 mg/L and TOC 487.14 mg/L) of shale gas wastewater was >99.3 %. The removal rate of the main salt component (Na2SO4) reached 83.56 %, and the removal rate of major heavy metal ions (Fe3+, Cr3+, Ba2+) was above 60 %. Because of the continuous generation of in-situ bubbles by the reaction of MnO2 with H2O2, and Fenton reactions on the membrane, which further accelerated the separation of pollutants. In a variety of harsh water environments, this membrane series remained stable within 12 h. Simple to prepare, cost-effective, low in energy consumption, and environmentally friendly, which makes it promising for wide applications in the field of petroleum water treatment.