The widespread accumulation of insecticides in water systems is a growing concern. This study reports efficient photodegradation of imidacloprid (IMD) insecticide using polyethersulfone (PES) membranes modified with iron‐doped cerium oxide (Fe‐CeO2). The work focuses on the modification of ultrafiltration polyethersulfone membranes with incremental amounts of Fe‐CeO2 photocatalysts (0.5–2.0 wt.%) using phase inversion method. An increase in Fe‐CeO2 content showed an improvement in surface roughness and porosity of membranes. Pure water flux (PWF) increased from 55.9 L m2 h−1 in M0 (PES) to 77.2 (M1, 0.5% Fe‐CeO2‐PES), 118.0 (M2, 1% Fe‐CeO2‐PES), 128.0 in M3 (1.5 wt.% Fe‐CeO2‐PES) and then decreased to 98.5 L m2 h−1 in M4 (2 wt.% Fe‐CeO2‐PES). This decrease is brought about by the high Fe‐CeO2 content, which minimizes the membranes' surface pores. Fe‐CeO2 photocatalysts are thought to give the membrane both hydrophilic and photocatalytic qualities because of their capacity to absorb light and create radical species that cause the photodegradation of IMD molecules. Consequently, under visible light irradiation, modified membranes demonstrated photocatalytic ability over IMD. Photocatalytic efficiencies of the membranes were found to be 5.2% (M0), 68.9 (M1), 75.8 (M2), 81.8 (M3), and 56.0% (M4), respectively, with M3 membranes showing the highest photocatalytic degradation efficiency and low leaching of metals. The remarkable performance observed by M3 membranes during both water filtration and photocatalytic performance may be an illustration of well dispersed photocatalyst which receives high absorption of light irradiation. Membranes with photocatalytic functionalities are tailored to exploit dual benefits of the membrane filtration and photocatalysis without compromising their original functions. However, maintaining the delicate balance of this phenomenon is still very challenging.