Membrane distillation (MD) is a promising alternative desalination technology, but the hydrophobic membrane cannot intercept volatile organic compounds (VOCs), resulting in aggravation in the quality of permeate. In term of this, electro-Fenton (EF) was coupled with sweeping gas membrane distillation (SGMD) in a more efficient way to construct an advanced oxidation barrier at the gas-liquid interface, so that the VOCs could be trapped in this layer to guarantee the water quality of the distillate. During the so-called EF-MD process, an interfacial interception barrier containing hydroxyl radical formed on the hydrophobic membrane surface. It contributed to the high phenol rejection of 90.2% with the permeate phenol concentration lower than 1.50 mg/L. Effective interceptions can be achieved in a wide temperature range, even though the permeate flux of phenol was also intensified. The EF-MD system was robust to high salinity and could electrochemically regenerate ferrous ions, which endowed the long-term stability of the system. This novel EF-MD configuration proposed a valuable strategy to intercept VOCs in MD and will broaden the application of MD in hypersaline wastewater treatment.