The mariculture wastewater treatment performance for the combined system of anoxic filter and membrane bioreactor (AF-MBR) was investigated under different hydraulic retention times (HRTs), influent alkalinity, and influent ammonia nitrogen load. The results showed that the removal efficiencies of TOC and total nitrogen were slightly better at the HRT of 8 h than at other HRTs, and the phosphate removal efficiency decreased with the increase of HRT. With the increase of influent alkalinity, the removal of TOC and phosphate did not change significantly. With the increase of influent alkalinity from 300 mg/L to 500 mg/L, the total nitrogen removal efficiency of AF-MBR was improved, but the change of the removal efficiency was not obvious when the alkalinity increased from 500 mg/L to 600 mg/L. When the influent concentration of ammonia nitrogen varied from 20 mg/L to 50 mg/L, the removal efficiencies of TOC, phosphate, and total nitrogen by AF-MBR were stable. An interesting finding was that in all the different operation conditions examined, the treatment efficiency of AF-MBR was always better than that of the control MBR. The concentrations of NO3−-N in AF-MBR were relatively low, whereas NO3−-N accumulated in the control MBR. The reason was that the microorganisms attached to the carrier and remained fixed in the aerobic and anoxic spaces, so that there was a gradual enrichment of bacteria characterized by slow growth in a high-salt environment. In addition, the microorganisms could gather and grow on the carrier forming a biofilm with higher activity, a richer and more stable population, and enhanced ability to resist a load impact.