In order to deeply clean seawater containing oil, hydrolyzed polyacrylamide (HPAM) and suspended solids, phosphorylated ZrxSi1-xO2/Al2O3 (PZSA) particles were firstly prepared through co-hydrolysis, silanization and phosphorylation, followed by coating of Al2O3 and then employed as a functional layer to form PZSA self-assembled membranes on porous supports. PZSA particles were characterized by scanning electron microscope (SEM), energy dispersive X-ray detector (EDX), Fourier transform infrared (FT-IR) and X-ray diffraction (XRD) while the self-assembled membranes were analyzed using SEM. Moreover, the optimum formation conditions of PZSA self-assembled membrane thickness were determined. The membranes formed under the optimal conditions were used to treat oily seawater and the quality of permeate water was investigated and analyzed. The results indicate that the particle size of PZSA is mainly distributed between 400 and 600 nm, Zr elements have been successfully doped into the lattice of SiO2 and gamma-Al2O3 has been coated on the surface of ZrxSi1-xO2. Meanwhile, PZSA self-assembled membranes with desirable separation and selective adsorption properties perform attractive oil and COD retention ratio and water yield. Therefore, PZSA self-assembled membranes have the potential application in treating and cleaning oily seawater.