Ultrafiltration membranes can intercept oil particles smaller than 10 μm, but the membranes are easily contaminated by oil due to their hydrophobicity. To treat various oily wastewaters, we prepared a hydrophilic hollow fiber membrane (HFM) with anti-fouling property by grafting sulfobetaine methacrylate (SBMA) onto polysulfone (PSU). For six simulated wastewaters containing emulsified oil at 1,000 mg/L, the PSU-g-SBMA HFM was able to remove 98.5-99.7% of oil, higher than that of PSU HFM at 91.1-98.9%. The oil concentration in filtrate was less than 15 mg/L, which could meet the discharge standard of wastewater. The water flux of PSU-g-SBMA HFM can be completely recovered after being washed by rhamnolipid and alkali solution, while the same cleaning process could not recover the PSU HFM. As found, the contact angles of oil droplets on the PSU-g-SBMA membrane were larger than those on PSU membrane, which indicated the improved hydrophilicity by PSU-g-SBMA. For 48 h of filtration to soybean and diesel oil/water emulsion, the effect of PSU-g-SBMA HFM was stable and the flux could be completely recovered by cleaning. Therefore, we provided a new method for oily wastewater treatment, which can efficiently and energy-saving remove various oil substances in wastewater.