Oil‐fouling of the membranes limits further application in the separation and purification of oil‐in‐water emulsions. Here, anti‐oil fouling membranes are engineered by the method of non‐solvent induced phase separation (NIPS) which enriches the polysulfonated dopamine (PSDA) and polyethyleneimine (PEI) (PSDA‐PEI) to the top surface from mixed casting solution. The obtained membrane achieves excellent anti‐oil fouling property as high as 98.2% oil rejection, yet it still possesses good flux of 2362.5 ± 110.9 and 1252.3 ± 71.8 L m−2 h−1 for the separation of 1,2‐dichloroethane‐in‐water and toluene‐in‐water emulsions. This can be attributed to outstanding hydrophilicity and super underwater superoleophobicity for mussel‐inspired PSDA‐PEI layer. In addition, the membrane also has excellent stability in acid (pH 1, 3, and 5) or alkali (pH 10 and 12) solutions. This work provides a facile method to engineer underwater superoleophobic membranes with excellent anti‐oil fouling by mussel‐inspired chemistry for oily water treatment.