The invention relates to a preparation method and application of a nano MFe2O4 supported hollow fiber composite ceramic membrane having catalytic separation function, pollution resistance and low energy consumption, and belongs to the field of application of inorganic ceramic membranes in water treatment. A hollow fiber ceramic membrane is used as a support, stable nitric metal salt of citric acid is used as a catalyst mother liquid, and dipping and temperature calcining process is performed to prepare the nano MFe2O4 supported hollow fiber composite ceramic membrane. In in-situ coupling with the sulfuric free radical advanced oxidation technique, the nano MFe2O4 supported hollow fiber composite ceramic membrane can be applied to the treatment of low-concentration organic wastewater, such as dye wastewater and medicine and personal nursing product wastewater, in order to efficiently remove typical contaminants, such as methyl blue, rhodamine B and ibuprofen drugs, with the removal rate stilling being 91.8% and above in 55-60 min while methyl blue wastewater concentration is </=25 mg/L and water level is 30 cm (2.94 kPa); similarly, the removal rate of rhodamine B is 90.7%; after 1 h of operation, when ibuprofen wastewater concentration is </=10 Mu mol/L, the removal rate of ibuprofen is kept to 99.5% and above.