Oil-water separation is of great importance for the treatment of oily wastewater, including immiscible light/heavy oil-water mixtures, oil-in-water, or water-in-oil emulsions. Recently, interfacial materials (especially filtration membranes) with special wettability have been broadly developed to solve the environmental problems by virtue of their advantages in energy saving, high flux, and good selectivity. However, the given wetting property (superhydrophilicity or superhydrophobicity) and pore size and poor stability of filtration membranes limit their widespread applications, which is far from meeting a wide variety of oil-polluted water. Here polypyrrole-coated meshes with underwater superoleophobicity and underoil superhydrophobicity as well as controllable pore size were prepared by adopting cyclic voltammetry. It is found that the surface micro/nanohierarchical structures play a critical role in the formation of underwater superoleophobicity and underoil superhydrophobicity. HCl is advantageous to the construction of highly rough surface rather than HSO and HPO. The obtained filtration membranes can be used for the on-demand separation of oil-water mixtures, showing outstanding stability in harsh conditions, such as high temperature (80 °C), low temperature (0 °C), salt (0.5 M NaCl), and acid (1 M HCl), except for alkali (1 M NaOH).