With industry development, the separation of oily wastewater is becoming more critical. Inspired by organisms such as lotus leaves, biomimetic superhydrophobic surfaces with micro-nano structures have shown great potential in this regard. In this work, PDMS/PVDF oil–water separation membranes with designed microstructures were prepared by electrospinning technology. The membrane-forming effect of electrospinning with different ratios of PDMS and PVDF was studied. The study found that membranes with high PDMS content were more likely to form microspheres, and PDMS tended to concentrate on the microspheres. The results also showed that the microspheres would bring better hydrophobicity to the membrane. When the ratio of PDMS to PVDF is 1:2, the membrane has a water contact angle of up to 150° and an oil contact angle of 0°. At this ratio, the separation efficiency of the membrane for the water-in-oil emulsion is 98.7%, and it can still maintain more than 98% after ten separation cycles, which is a good candidate for oil–water separation. Furthermore, microspheres enable the membrane to achieve macroscopic uniformity and microscopic phase separation so that the membranes have both good elongation and fracture strength. In addition, the PDMS/PVDF membranes also exhibit excellent UV resistance, and their UV protection factor is greater than 185, making them a potential UV protective material.