In spite of intensive research investigating the prevalent Pt/AlO catalysts, achieving macroscopic morphology beyond the powder form limitations remains highly challenging. Meanwhile, current impregnation-based preparation approaches show the drawbacks of tedious procedures and inefficient use of noble metals. Therefore, it is important to search for new methods for the fabrication of Pt/AlO catalysts with a novel morphology. In this study, a novel Pt/AlO nanofibrous membrane catalyst is fabricated via a facile one-pot electrospinning process. The embedding of Pt nanoparticles is performed simultaneously with the formation of AlO nanofibers. The Pt/AlO membranes show remarkable mechanical properties with tensile stresses as high as 44.14 MPa. Notably, the Pt/AlO membranes exhibit multifunctionality with excellent performance characteristics. The catalytic experiments indicate that 100% of bisphenol A is removed within 60 min, and 100% of CO is completely converted to CO at 242 °C when Pt/AlO membranes are used as catalysts. The membranes also exhibit excellent filtration performance, clearly decreasing the turbidity of water, and meet the high efficiency of particulate air filter standards. The excellent flexibility, satisfying mechanical property, and multifunctionality extend the range of potential application of the Pt/AlO membranes. Moreover, the facile synthesis suggests new possibilities for the fabrication of many membrane-form AlO-supported catalysts.