We report here the fabrication of a membrane with dual wettability capable of desalinating oily saline water using membrane distillation (MD). The fabrication process involves modification of electrospun PVDF-HFP (PH) using a nanozeolite-cellulose surface coating followed by stacking unto unmodified electrospun PH to form a dual-layered membrane. Cross-sectional EDS mapping of the modified PH membranes indicates that as the concentration of nanoparticles in the coating solution increases, they become less uniformly distributed across the membrane thickness. Direct contact membrane distillation (DCMD) of oily saline feed tests show that the membrane performance is optimized when 1 wt % of nanoparticles is embedded in the cellulose coating. The composite membrane with 1 wt % nanosized zeolite loading maintains a flux 38% higher than that of the dual-layered membrane without zeolite due to the increase in the feed side membrane porosity from 41.59% to 49.71%. This study concludes that the incorporation of an optimum amount of nanosized Linde type L (LTL) zeolite into the cellulose surface coating can alter the characteristics of the PH membrane enabling achievement of higher flux in MD without compromising the oil and salt rejection.