Membrane separation processes are promising methods for wastewater treatment. Membrane fouling limits their wider use; however, this may be mitigated using photocatalytic composite materials for membrane preparation. This study aimed to investigate photocatalytic polyvinylidene fluoride (PVDF)-based nanocomposite membranes for treating model dairy wastewater containing bovine serum albumin (BSA). Membranes were fabricated via physical coating (with TiO2, and/or carbon nanotubes, and/or BiVO4) and blending (with TiO2). Another objective of this study was to compare membranes of identical compositions fabricated using different techniques, and to examine how various TiO2 concentrations affect the antifouling and cleaning performances of the blended membranes. Filtration experiments were performed using a dead-end cell. Filtration resistances, BSA rejection, and photocatalytic cleanability (characterized by flux recovery ratio (FRR)) were measured. The surface characteristics (SEM, EDX), roughness (measured by atomic force microscopy, AFM), wettability (contact angle measurements), and zeta potential of the membranes were also examined. Coated PVDF membranes showed higher hydrophilicity than the pristine PVDF membrane, as evidenced by a decreased contact angle, but the higher hydrophilicity did not result in higher fluxes, unlike the case of blended membranes. The increased surface roughness resulted in increased reversible fouling, but decreased BSA retention. Furthermore, the TiO2-coated membranes had a better flux recovery ratio (FRR, 97%) than the TiO2-blended membranes (35%). However, the TiO2-coated membrane had larger total filtration resistances and a lower water flux than the commercial pristine PVDF membrane and TiO2-blended membrane, which may be due to pore blockage or an additional coating layer formed by the nanoparticles. The BSA rejection of the TiO2-coated membrane was lower than that of the commercial pristine PVDF membrane. In contrast, the TiO2-blended membranes showed lower resistance than the pristine PVDF membrane, and exhibited better antifouling performance, superior flux, and comparable BSA rejection. Increasing the TiO2 content of the TiO2-blended membranes (from 1 to 2.5%) resulted in increased antifouling and comparable BSA rejection (more than 95%). However, the effect of TiO2 concentration on flux recovery was negligible.