In this study, electrospun TiO₂–PVDF composite scaffolds coupled with different polymeric coatings were fabricated. TiO₂ nanoparticles with an average diameter of 20 nm were used to improve the mechanical properties of the scaffold. It was found that the physical properties of ultrafiltration (UF) membranes could be adjusted by varying the type of polymeric coating used. The electrospun TiO₂–PVDF membranes coupled with a thin PVDF coating showed benign mechanical properties but a low water permeability. Contrarily, the filter possessed good water permeability but weak mechanical properties when it was covered by two layers of coatings including both pure PVDF and chitosan–PEO. The breaking mechanism of the UF membrane coupled with different polymer coatings was analysed in detail, and corresponding models for this mechanism were provided.