The oily wastewater represents one of the major threats to the environment nowadays and requires innovative water treatment technology. This review provides an overview of polymeric photocatalytic membranes used for oily wastewater treatment, with key focus on the pollution sources and the membrane materials. Moreover, the advantage of coupling the photocatalyst technology into the membrane fabrication for oil removal is explored. This work evaluates the removal performance and anti-fouling properties in oily wastewater treatment of the most recent developed polymeric photocatalytic membranes.