This work addresses hydrophilization of hydrophobic mesoporous membranes based on high-density polyethylene (HDPE) via ozonation. Mesoporous HDPE membranes were prepared by intercrystallite environmental crazing. Porosity was 50%, and pore dimensions were below 10 nm. Contact angle of mesoporous membranes increases from 96° (pristine HDPE) to 120° due to the formation of nano/microscale surface relief and enhanced surface roughness. The membranes are impermeable to water (water entry threshold is 250 bar). The prepared membranes were exposed to ozonation and showed a high ozone uptake. After ozonation, the membranes were studied by different physicochemical methods, including DSC, AFM, FTIR spectroscopy, etc. Due to ozonation, wettability of the membranes was improved: their contact angle decreased from 120° down to 60°, and they became permeable to water. AFM micrographs revealed a marked smoothening of the surface relief, and the FTIR spectra indicated the development of new functionalities due to ozonolysis. Both factors contribute to hydrophilization and water permeability of the ozonated HDPE membranes. Hence, ozonation was proved to be a facile and efficient instrument for surface modification of hydrophobic mesoporous HDPE membranes and can also provide their efficient sterilization for biomedical purposes and water treatment.