A self‐cleaning mixed‐matrix membrane was successfully developed and fabricated using the reverse thermally induced phase separation (RTIPS) method, incorporating modified particles. To achieve this, DA@CuFe2O4 particles were prepared by modifying CuFe2O4 with dopamine (DA) and then fed into the membrane matrix. The RTIPS method was employed to create hydrophilic membranes that exhibited remarkable stability and toughness. X‐ray diffraction, Fourier‐transform infrared (FTIR), transmission electron microscopy, and thermogravimetric analysis results showed that the particles were successfully modified. XPS, scanning electron microscopy, and FTIR proved that the modified particles were introduced into the film. The EDS spectra also showed that the self‐made CuFe2O4 particles with DA adsorbed on the surface were uniformly distributed in the organic matter. In addition, the results of the contact angle characterization, tensile test, water flux test, oil–water separation test, and cycle test showed that the material with a high water flux (1707.78 L/m2 h) and removal rate of >99.9% has good wettability, mechanical properties, corrosion resistance, and stain resistance. In addition, the photocatalytic performance of the modified membranes was demonstrated by studying the degradation of pollutants under visible light. Through photocatalysis, the membrane material obtained a higher utilization rate, which provided a new attempt to solve the membrane separation technology in the field of oily wastewater treatment.