To impart PVDF membranes with excellent antifouling performance and catalytic self-cleaning capability, a novel modifier PVDF-g-Py-FePc (PPF) was facilely designed and architecturally constructed through grafting 4-aminopyridine (4-NH2-Py) followed by axial coordinating iron phthalocyanine (FePc) on PVDF backbones. An original PPF@PVDF catalytic membrane has been successfully fabricated though incorporating the Fenton-like modifier PPF into PVDF matrix using the phase inversion method. The influences of the introduction of PPF on membrane micro-structure and separation performance were investigated in detail by XPS, contact angle measurement, SEM, and cross-flow filtration experiment. Owing to the introduction of the modifier PPF, the porosity, mean pore size and surface hydrophilicity of PVDF membrane were enhanced obviously, which results in PVDF membrane with high permeation and excellent fouling resistance. Most importantly, the embedded PPF possesses catalytic active and can more effectively degrade the oil foulants adsorbed on membrane surface or trapped within membrane pores. Thereby, PVDF membrane was endowed a catalytic self-cleaning capability for high-efficient oil/water emulsion separation. As a whole, the PPF@PVDF catalytic membrane as a potential candidate will be applied in the treatment of wastewater containing oil and sewage.