Photocatalytic membranes (PMs), coupling of membrane filtration and photocatalysis in a single unit, have exhibited a great potential for use in energy-efficient water purification and wastewater treatment. The photocatalytic membranes have presented a trend developed from UV-responsive photocatalytic membranes (UV-PMs) (e.g., TiO2-based and ZnO-based PMs) into visible light-responsive photocatalytic membranes (Vis-PMs) (e.g., modified TiO2/ZnO -based, β-FeOOH-based, and g–C3N4–based PMs). This paper reviews recent development of the PMs with an emphasis on membrane type and fabrication, key criteria, basic performance assessment, application and challenges. The overall evaluation of the PMs in water treatment is presented, and the development direction of the PMs and the significance of developing the PMs and economy are pointed.