The development of functional membranes with easy operation, low cost, high stability, and large flux is urgently required for the effective treatment of increasing oily wastewater. In this work, using low-cost, readily available, and “green” metakaolin as the main raw material, NaA zeolite/copper mesh composite membranes (NaA@CM) for oil/water separation were newly prepared by a one-step hydrothermal method. The hydrothermal temperature was found to have an important effect on the structure and properties of NaA@CM. The composite membrane prepared at 110°C (NaA@CM-110) was covered by a large number of in situ generated crystalline NaA zeolite and thus exhibited optimum underwater superoleophobicity (underwater oil contact angle 151.3°), large water flux (10114 L m−2 h−1), and the highest separation efficiency (98.6%) for the cyclohexane/water mixture. Moreover, in a continuous oil/water separation process, NaA@CM-110 showed comparable separation efficiency for different oily wastewaters, with good self-cleaning properties, friction resistance, recyclability, and chemical stability even under harsh conditions. In general, NaA@CM-110 is not only low cost, simple process and environmentally friendly, but also has broad prospects in practical oil/water separation.