Membrane fouling is one of the major obstacles for reaching a high flux over a prolonged period of ultrafiltration (UF) process. In this study, a sulfonated-polyethersulfone (SPES)/nano-TiO2 composite UP membrane with good anti-fouling performance was fabricated by phase inversion and self-assembly methods. The TiO2 nanoparticle self-assembly on the SPES membrane surface was confirmed by X-ray photoelectron spectroscopy (XPS) and FT-IR spectrometer. The morphology and hydrophilicity were characterized by scanning electron microscopy (SEM), atomic force microscopy (AFM) and contact angle goniometer, respectively. The anti-fouling mechanism of composite UF membrane was discussed through the analysis of the micro-structure and component of UF membrane surface. The results showed that the TiO2 content and the micro-structure of the composite UF membrane surface had great influence on the separation and anti-fouling performance.