Membrane filtration is an effective water recycling and purification technology to remove various pollutants in water. Inorganic membrane filtration (IMF) technology has received widespread attention because of its unique high temperature and corrosion resistance. Commonly used inorganic membranes include ceramic membranes and carbon-based membranes. As novel catalytic inorganic membrane processes, IMF coupled with advanced oxidation processes (AOPs), can realize the separation and in situ degradation of pollutants, thus mitigating membrane contamination. In this paper, the types and performance of IMF are discussed. The influencing factors of inorganic membranes in practical wastewater treatment are summarized. The applications, advantages, and disadvantages of the coupled process of IMF and AOPs are summarized and outlined. Finally, the challenges and prospects of IMF and IMF coupled with AOPs are presented, respectively. This contributes to the design and development of coupled systems of membrane filtration with inorganic materials and IMF coupled with AOPs for practical wastewater treatment.