A series of thermo-responsive polyvinylidene fluoride (PVDF)/poly(stearyl methacrylate) (PSMA) composite membranes with a highly hydrophobic surface were fabricated using a non solvent induced phase separation method. The introduction of comb-like polymer-PSMA endowed the composite membranes with hydrophobicity and thermoresponsive characteristics, and the transition response to temperature could be adjusted by the PSMA content in the composite membranes. The effects of PSMA on membrane morphology, hydrophobicity, and oil-water separation performance were studied. Furthermore, the thermo-responsive and crystallographic characteristics of the membranes were investigated. An orthogonal experiment design (OED) was applied in this study to evaluate the separation performance of membranes for water-in-oil emulsions with different solution compositions and casting conditions. Together with their excellent thermoresponsivity, the high flux and separation efficiency support these membranes’ promise for separation of oil-water mixtures and solutes with small core size differences.