To investigate the effect of the oxygen-containing groups of inorganic modifiers on polyvinylidene fluoride (PVDF) membrane performance, the PVDF/multi-walled carbon nanotube (MWCNT) hybrid ultrafiltration membranes were prepared via phase inversion by dispersing pristine and different dosage oxidized MWCNTs ranging from 0.2 wt.% to 2 wt.% in PVDF casting solutions. An increment in the porosity, pore size and surface roughness of the membranes was observed by the addition of pristine and oxidized MWCNTs. The rejection increased 22.2% in the content of 0.5 wt.% oxidized MWCNTs. The contact angle of membranes decreased from 75.8° (pure PVDF) to 54.7° (PVDF/1 wt.% oxidized MWCNTs), and 11 times increase in water flux was also indicated with the incorporation of 1 wt.% oxidized MWCNTs, which was considered as the optimum dosage. More importantly, the architecture and performance of PVDF/oxidized MWCNTs hybrid membranes outperformed PVDF/pristine MWCNTs hybrid membranes remarkably in the same content (1 wt.%), which can be ascribed to the presence of hydrophilic oxygen-containing groups. This work demonstrated that the oxygen-containing groups of inorganic fillers played a critical role in determining the structures, morphologies and performances of ultrafiltration membranes.