The composition of ship exhaust gas is complex and a great challenge to the long-term stability of a membrane contactor. In this work, a facile method for constructing a functional surface on an alumina membrane substrate was realized for antiparticle or antidust adhesion in the process of exhaust-gas desulfurization. Polytetrafluoroethylene (PTFE) nanoparticles were dispersed, coated, and thermally sintered on the outer surface of an alumina membrane substrate to obtain a robust defect-free layer that exhibited hydrophobicity and a low friction coefficient. The PTFE coating served as a protective layer with low surface energy, low surface roughness, and a low coefficient of friction, which reduced the adhesion of foulants and facilitated their release. Meanwhile, the porous alumina substrate, wetted by an ammonia solution, still achieved excellent membrane absorption performance for SO2. In desulfurization and antiparticle testing, the PTFE-coated membrane not only showed the same absorption performance as the original membrane but also demonstrated greater resistance to particle adhesion in a dusty environment throughout 12 h of testing. These results indicated that the designed membrane can be utilized for gas absorption in a dusty environment.