Membrane fouling always decreases the separation efficiency and shortens the membrane life, which severely hinders the practical application of the membrane technology. The photo-Fenton process can degrade various foulants with the generation of hydroxyl radicals, and its integration with membrane filtration may become an efficient way to improve the antifouling property and filtration performance of the membrane. In this study, the CuFe2O4 particles were synthesized and doped in the PVDF@CuFe2O4 membranes with increasing concentration from 0% to 1.0%. The degradation measurement of methylene blue (MB) solution shows the optimal conditions for the photo-Fenton process as CuFe2O4 concentration of 1.0%, pH of 3.0, and H2O2 dosage of 400 μL. With the photo-Fenton cleaning process, the PVDF@CuFe2O4 membrane (1.0%) exhibits versatile antifouling property to different types of foulants, including organic dyes (e.g. MB and rhodamine B (RhB)), nature organic matter (e.g. humic acid (HA)), and protein (e.g. bovine serum albumin (BSA)). With the integration of photo-Fenton and membrane process, the PVDF@CuFe2O4 membrane (1.0% of CuFe2O4) dramatically enhanced the separation efficiency, with the results of 99.77% to MB, 81.02% to RhB, 36.35% to HA, and 82.94% to BSA. The flux and rejection have been increased respectively to threefold and double of the corresponding data from the membrane filtration alone. Moreover, even after fifteen cycles of experiments, the average MB rejection is still higher than 70%, which further indicates the good stability and reusability of the PVDF@CuFe2O4 membrane. Therefore, this study provides a promising methodology for the successful fabrication of high-performance membrane through the integration of photo-Fenton and membrane process, and further proposes a new strategy on the design and application of functional materials for new generation of catalytic membranes.