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The extractive membrane bioreactor (EMBR) system combining a membrane process and a biological process has been developed to extract and biodegrade recalcitrant organic pollutants in wastewater. Removal of the organics such as phenol by EMBR requires an effective membrane to selectively extract the organic compounds while rejecting water and other harsh inorganic components. In this work, novel composite membranes consisting of a highly porous substrate, made by tiered polyvinylidene fluoride (PVDF) nanofibers with ultrafine nanofibers on top (61 ± 12 nm in diameter), and a dense polydimethylsiloxane (PDMS) selective layer have been fabricated. We have investigated (1) the effect of the pore size of PVDF nanofibrous substrates, (2) the effect of PDMS preparation method, and (3) the effect of prewetting agent on the resultant composite membranes’ morphologies, mechanical properties, and phenol removal performance. Compared with the symmetric substrate with a nanofiber diameter of 129 ± 13 nm, the tiered substrate can effectively support a uniform and defect-free PDMS coating. This is attributed to the smaller surface pore size of the tiered substrate as a result of its top ultrafine nanofibers. Besides, the use of partially precross-linked PDMS coating solution with increased viscosity and 50 wt % glycerol aqueous solution as the prewetting agent to fill the substrate pores is preferred in order to mitigate PDMS intrusion. On the basis of the resistance model, the overall membrane resistance decreases with the decrease of the PDMS intrusion level, giving rise to a higher overall mass transfer coefficient, k 0, for phenol removal. With the above-mentioned factors being taken into account, the first PDMS-coated PVDF nanofibrous composite membrane has been developed to remove phenol with a high k 0 (over 4 times higher than the existing commercial PDMS tubular membrane) for EMBR. This study provides insights and guidelines for fabricating highly efficient membranes for organic removal in the EMBR process.