Superhydrophilic and underwater superoleophobic membranes are emerging materials for effective oil/water separation. In this paper, an electrospun nanofibrous (ENF) membrane with hierarchical structures was prepared by the construction of polydopamine nanoclusters onto a cross-linked polyacrylonitrile/hyperbranched polyethyleneimine (PAN/HPEI/PDA) ENF membrane. This hierarchical structure endows the membrane with superhydrophilicity with a low water contact angle of 0°, and underwater superoleophobicity with a high oil contact angle of 162°. This membrane can effectively separate oil/water emulsions with a high permeate flux (~ 1600 L m−2 h−1) and high oil rejection (~ 98.5%), solely driven by gravity. Furthermore, the membrane also showed an excellent antifouling ability for oil droplets and recyclability (>10 cycles), making it a promising candidate for treatment of oily wastewater.