For continuous and efficient oil/water separation and adsorption of dyes, coconut shell powder was grafted onto the surface of quartz sand by dip-coating method to make coconut shell powder-covered quartz sand filter media (CSQS) with superhydrophilic and underwater superoleophobic properties and superoleophilic and underoil highly hydrophobic properties. The contact angles of the underwater oil and underoil water with CSQS were more than 151.2° and 134.2°, respectively. A continuous oil/water separation device was designed. The separation device filled with CSQS can separate oil/water mixture (whether heavy or light oil) into water and oil at the same time with a separation efficiency of above 99.92%. The filter layer can be recovered through reverse extrusion even after lyophobic liquid penetrated the filter layer; hence, the separation efficiency of the filter layer was still above 99.99% for diesel and water mixture. Simultaneously, CSQS can effectively adsorb methylene blue with the highest removal rate as 98.94%. CSQS can maintain stable wettability under harsh environment conditions. This paper provides a new idea on continuous and efficient oil/water separation and simultaneous dye adsorption.