In the present work, the surface and filtration properties of TiO2 coated polyacrylonitrile ultrafiltration membranes were investigated. The membranes were coated using the physical deposition method. The appropriate TiO2 coverage proved to be 0.3 mg/cm2, which formed a hydrophilic cake layer on the membrane surface. The cleanability without chemicals and the retention of the coated membranes was compared to the neat membrane after model oily wastewater filtration. The cleaning sustained of rinsing with distilled water and ultraviolet (UV) irradiation of the fouled membranes. The coated membranes have better antifouling properties; higher flux values during oily water filtration and by the mentioned cleaning process a significantly better flux recovery can be achieved. The amount of the catalyst and the irradiation time are limiting factors to the effectiveness of the cleaning process. The UV irradiation increases the wettability of the fouled membrane surface by degrading the oil layer. The coating, the continuous use, and the cleaning process do not significantly affect the membrane retention expressed in chemical oxygen demand.