This work describes the development of photocatalytic mesoporous aluminum oxide (alumina) membranes for oil emulsion separation. The mesoporous alumina membrane was deposited on alumina hollow fiber using hydrothermal synthesis. Aluminum nitrate nonahydrate, Al(NO3)3.9H2O, cetyltrimethylammonium bromide (CTAB), and urea were used in the preparation of the mesoporous alumina membranes. The successfully prepared mesoporous alumina membranes on ceramic support were then deposited with copper-doped ceria, which acted as photocatalyts, using the sol-gel Pechini method. The results showed that the membranes had an excellent separation performance in separating 1000 ppm polyethylene glycol and 1000 ppm bovine serum albumin when the samples were calcined at 800 °C. Under UV irradiation, there was a remarkable increase in the permeability of water through the membrane. The photocatalytic mesoporous alumina membrane showed a permeability of 1422 L/h m2 bar with 92% oil emulsion rejection. An excellent increase in the performance can be associated with the production of superoxide radical and hydroxyl radicals by the photocatalytic membrane once exposed to UV light.