As a promising thermally driven separation process, membrane distillation (MD) is capable of treating challenging wastewaters. However, the traditional hydrophobic membranes are vulnerable to fouling by non-polar contaminants owing to the strong hydrophobic-hydrophobic interactions. To address this problem, we developed novel anti-oil-fouling MD membranes in this study. The composite membranes with asymmetric wettability were fabricated through electrospinning polyacrylonitrile (PAN) fibrous coating on a hydrophobic polytetrafluoroethylene (PTFE) membrane, followed by hydrolyzing the PAN coating with ethylenediamine (EDA) and NaOH, respectively. These two composite membranes exhibited excellent underwater superoleophobicity, with the underwater oil contact angle >150°, which can be attributed to the fibrous and re-entrant surface structure and the optimized surface hydrophilicity of the electrospun coating. During MD process using saline and oily emulsion as feed, the composite membranes presented robust anti-oil-fouling performance, indicating by stable permeate flux and salt rejection. A novel oil-droplet adhesion force probe was introduced to quasi-quantitatively elucidate oil-membrane interaction and evaluate membrane fouling propensity, the force spectroscopy indicated that the fabricated composite membranes had fairly less attractive to crude oil compared with the PTFE membrane. Our research results suggest that the novel composite membranes with asymmetric wettability were competent to serve as an anti-oil-fouling MD membrane for desalinating challenging saline and oily wastewaters.