The creation of multi-stimuli-sensitive composite polymer–inorganic materials is a practical scientific task. The combination of photoactive magneto-piezoelectric nanomaterials and ferroelectric polymers offers new properties that can help solve environmental and energy problems. Using the doctor blade casting method with the thermally induced phase separation (TIPS) technique, we synthesized a hybrid polymer–inorganic nanocomposite porous membrane based on polyvinylidene fluoride (PVDF) and bismuth ferrite (BiFeO3/BFO). We studied the samples using transmission and scanning electron microscopy (TEM/SEM), infrared Fourier spectroscopy (FTIR), total transmission and diffuse reflection, fluorescence microscopy, photoluminescence (PL), differential scanning calorimetry (DSC), thermogravimetric analysis (TGA), vibrating-sample magnetometer (VSM), and piezopotential measurements. Our results demonstrate that the addition of BFO increases the proportion of the polar phase from 76.2% to 93.8% due to surface ion–dipole interaction. We also found that the sample exhibits laser-induced fluorescence, with maxima at 475 and 665 nm depending on the presence of nanoparticles in the polymer matrix. Furthermore, our piezo-photocatalytic experiments showed that under the combined actions of ultrasonic treatment and UV–visible light irradiation, the reaction rate increased by factors of 68, 13, 4.2, and 1.6 compared to sonolysis, photolysis, piezocatalysis, and photocatalysis, respectively. This behavior is explained by the piezoelectric potential and the narrowing of the band gap of the composite due to the mechanical stress caused by ultrasound.