Polyvinylidene fluoride (PVDF) membranes blended with various amounts of MWCNT-ZnO (0.1%–3%) nanocomposites were prepared by the phase inversion method. The effect of nanocomposites blending on the membrane structural and morphological properties was investigated by XRD, FT-IR and SEM techniques. Contact angle measurement reveals that the hydrophilicity of the membrane increases with the increase of nanocomposite content; a reduction of the contact angle from 103° for PVDF to 49° for hybrid membrane was obtained. An optimum amount of 0.5% of MWCNT-ZnO blended in a PVDF hybrid membrane assured 85% removal rate of RbB under UV light irradiation. It was observed that the pollutant removal occurs through the simultaneous action of two processes: adsorption and photocatalysis. By blending with MWCNT-ZnO nanoparticles, the PVDF membrane acquires photocatalytic properties which assure a self-cleaning property in the membrane, increasing its lifetime.