In this study, a 100 g sample of Saxifraga atrata was processed to separate 1.3 g of 11-O-(4′-O-methylgalloyl)-bergenin (Fr1) after 1 cycle of MCI GEL® CHP20P medium pressure liquid chromatography using methanol/water. Subsequently, COX-2 affinity ultrafiltration coupled with reversed-phase liquid chromatography was successfully used to screen for potential COX-2 ligands in this target fraction (Fr1). After 20 reversed-phase liquid chromatography runs, 74.1 mg of >99% pure 11-O-(4′-O-methylgalloyl)-bergenin (Fr11) was obtained. In addition, the anti-inflammatory activity of 11-O-(4′-O-methylgalloyl)-bergenin was further validated through molecular docking analyses which suggested it was capable of binding strongly to ALOX15, iNOS, ERBB2, SELE, and NF-κB. As such, the AA metabolism, MAPK, and NF-κB signaling pathways were hypothesized to be the main pathways through which 11-O-(4′-O-methylgalloyl)-bergenin regulates inflammatory responses, potentially functioning by reducing pro-inflammatory cytokine production, blocking pro-inflammatory factor binding to cognate receptors and inhibiting the expression of key proteins. In summary, affinity ultrafiltration-HPLC coupling technology can rapidly screen for multi-target bioactive components and when combined with molecular docking analyses, this approach can further elucidate the pharmacological mechanisms of action for these compounds, providing valuable information to guide the further development of new multi-target drugs derived from natural products.