Azo dyes effluent can cause severe and chronic effects to living organisms since they are toxic, carcinogenic, and mutagenic. They color water, reduce dissolved oxygen, block light penetration, decrease the rate of photosynthesis and adversely affect the whole aquatic biota. Catalysis is one of the methods used in degrading azo dyes to less harmful species. Catalytic palladium nanoparticles (Pd NPs) are effective in the degradation of azo dyes owing to their large surface area and unique electronic properties. However, they are costly, unstable and easily aggregate; hence, a substrate is necessary to enhance their stability, reusability, durability, catalytic efficiency, and cost effectiveness.Herein, Pd NPs were in-situ synthesized and immobilized in beta cyclodextrin (β-CD) modified polyvinylidene-fluoride (PVDF) membranes. The fabricated membranes were characterized using different techniques. Pd NPs slightly improved the properties and performance of the membranes. A complete catalytic degradation of methyl orange azo dye was carried out within 20 min in the presence of sodium borohydride and the increase in Pd NP content increased the rate of degradation. The membranes were recycled and reused five times with no considerable loss of catalytic performance. Therefore, PVDF/β-CD-Pd membranes proved to be self-cleaning, reusable, and efficient in removal of methyl orange from water.