Membrane filtration is considered to be one of the most promising methods for oily wastewater treatment. Because of their hydrophilic surface, ceramic membranes show less fouling compared with their polymeric counterparts. Membrane fouling, however, is an inevitable phenomenon in the filtration process, leading to higher energy consumption and a shorter lifetime of the membrane. It is therefore important to improve the fouling resistance of the ceramic membranes in oily wastewater treatment. In this review, we first focus on the various methods used for ceramic membrane modification, aiming for application in oily wastewater. Then, the performance of the modified ceramic membranes is discussed and compared. We found that, besides the traditional sol-gel and dip-coating methods, atomic layer deposition is promising for ceramic membrane modification in terms of the control of layer thickness, and pore size tuning. Enhanced surface hydrophilicity and surface charge are two of the most used strategies to improve the performance of ceramic membranes for oily wastewater treatment. Nano-sized metal oxides such as TiO2, ZrO2 and Fe2O3 and graphene oxide are considered to be the potential candidates for ceramic membrane modification for flux enhancement and fouling alleviation. The passive antifouling ceramic membranes, e.g., photocatalytic and electrified ceramic membranes, have shown some potential in fouling control, oil rejection and flux enhancement, but have their limitations.