In this work, novel photocatalytic porous membranes consisting of ZnO supported by a poly(tetrafluoroethylene) (PTFE) substrate were fabricated by sintering electrospun PTFE/poly(vinylalcohol) (PVA)/zinc acetate dehydrate composite membranes after removal of the PVA carrier. The rheological properties of spinning solution were investigated. Results showed that the spinning solution exhibited good electrospinning performance and the membranes exhibited excellent flexibility, high chemical stability, and a highly specific surface area. The photocatalyst-ZnO particles derived from the thermal decomposition of zinc acetate dehydrate were homogeneously immobilized on the surface of ultrafine PTFE fibers to avoid the influence of agglomeration and sedimentation when ZnO particles were added directly. The performances of PTFE/ZnO membranes were investigated in vacuum membrane distillation (VMD) with photo-degradation experiments. Results indicated that appropriate PTFE/ZnO membranes could be an effective way for salt rejection and dye removal at the same time. In the VMD with photo-degradation experiments, the salt rejection was up to 99.70% and the dye removal rate of feed solution was up to 45% after 10-h operating time. Meanwhile, the PTFE/ZnO membranes also showed good self-cleaning ability. The fouled membranes could be cleaned after the 3-h UV irradiation with a permeate flux recovery rate of more than 94% after UV irradiation cleaning for 3-h. The immobilization of ZnO on substrate of ultrafine fibrous PTFE porous membranes may provide a wide range of potential applications for the treatment of dye-containing effluent.