Femtosecond (FS) laser-induced surface structuring is a robust, maskless, non-contact, and single-step process for producing micro- and nanoscale structures on a material’s surface, which remarkably alters the optical, chemical, wetting, and tribological properties of that material. Wettability control, in particular, is of high significance in various applications, including self-cleaning, anti-fouling, anti-icing, anti-corrosion, and, recently, oil–water separation. Due to growing energy demands and rapid industrialization, oil spill accidents and organic industrial discharges frequently take place. This poses an imminent threat to the environment and has adverse effects on the economy and the ecosystem. Oil–water separation and oil waste management require mechanically robust, durable, low-cost, and highly efficient oil–water manipulation systems. To address this challenge superhydrophobic–superoleophilic and superhydrophilic–underwater superoleophobic membrane filters have shown promising results. However, the recyclability and durability issues of such filters are limiting factors in their industrial application, as well as in their use in oil spill accidents. In this article, we review and discuss the recent progress in the application of FS laser surface structuring in producing durable and robust oil–water separation membrane filters. The wide variety of surface structures produced by FS laser nano- and micromachining are initially presented here, while the excellent wetting characteristics shown by specific femtosecond-induced structures are demonstrated. Subsequently, the working principles of oil–water separation membranes are elaborated, and the most recent advances in the topic are analyzed and discussed.