This study aimed to investigate the effects of cation exchange capacity (CEC) and location of clay nanoplatelets on the structure and performance of clay-embedded polyelectrolyte multilayer (c-PEM) membranes for wastewater effluent treatment. Two kinds of clay nanoplatelets, montmorillonite and kaolin, were deposited on the ultrafiltration membrane by employing layer-by-layer (LbL) assembly with poly(allylamine hydrochloride) (PAH) and poly(acrylic acid) (PAA). Negatively charged clay platelets or PAA interacted with positively charged PAH to form a bilayer in the c-PEM membrane. The filtration effect of clay platelets was successively distinguished from PEM by reducing the number of (PAH/PAA) bilayers from four to one, while keeping the clay layer at the outermost layer of assembly. When the clay platelets were deposited only as the outermost layer of the LbL multilayers, the c-PEM membrane with one clay layer and one bilayer assembly showed significant flux barrier and fouling resistance. Clay platelets as the outermost layer physically increased the flow path length and decreased the number of pores, as well as effectively blocked the organic contaminants in the wastewater. Meanwhile, when the clay layer was embedded in the middle of the PEM, the synergistic effect of clay platelets and PEM for wastewater treatment was difficult to obtain because the presence of clay platelets defected the buildup of fully interdigitated c-PEM and the adsorption of clay platelets was decreased. For the clays having low CEC, a higher number of LbL multilayers were required to deposit the clay platelets and to improve the performance of membrane. The high CEC clays (montmorillonite) turned out to be better than the low CEC clays (kaolin) in the structure and performance of the c-PEM membrane for wastewater effluent treatment.