Although membrane separations have evinced an enormous potential in the treatment of dye wastewater, the ubiquitous membrane fouling leads to a dramatic decline of separation efficacy and life span, impeding the progress of membrane-based applications. The copper-triazolate MOFs (CuTz-1) exhibit robust thermal and chemical stability with a unique feature of degrading organic molecules under the visible light, rendering them highly promising for construction of self-cleaning membrane. This study presents the utilization of photocatalytic MOFs (CuTz-1) for construction of the CuTz-1/graphene oxide (CuTz-1/GO) composite membranes via filtration-assisted assembly followed by chemical crosslinking. The presence of CuTz-1 among the GO nanosheets promotes an enhancement of the GO interlayer distance, thereby promoting a higher water flux without compromising the dye rejections. The best-performing CuTz-1/GO membranes exhibits the high water permeance of 40.2 L m−2 h−1 bar−1 and superior dye rejections (Congo red: 99.4%, direct red: 98.2%, methyl blue: 94.9%), low salt rejections (e.g., NaCl: 0.3% and Na2SO4: 19.6%), as well as long-term nanofiltration stability. Furthermore, after visible light irradiation, the treated membrane was nearly recovered to have the original separation efficacy due to effective photocatalytic removal of the attached dyes from the membrane surface. The CuTz-1/GO membrane also exhibits an ultra-high bacteriostasis rate of 100%, probably to be ascribed to the combined antimicrobial effect of CuTz-1 and GO. This work is expected to give a useful guideline for developing loose nanofiltration membranes with favorable photocatalytic and antimicrobial properties, offering an appropriate solution of using self-cleaning membranes for the treatment of dye wastewater.