Semiconductor photocatalysis is a promising technology for removing contaminants from water. Particularly, visible-light photocatalysis has attracted much attention because of its potential to utilize solar energy. However, nano-sized visible-light-driven photocatalysts easily aggregate during water treatment. Besides, it is difficult to recycle them from treated systems. Therefore, it is of great importance to develop visible-light-responsive immobilized photocatalysts with high activity. In this work, MWCNTs/Ag3PO4/polyacrylonitrile (PAN) ternary composite fiber membranes (TCFMs) with good photocatalytic performance were fabricated by electrospinning technique combined with in situ Ag3PO4 forming reaction. Due to the addition of MWCNTs, the band gap of MWCNTs/Ag3PO4/PAN TCFMs became narrower than that of Ag3PO4/PAN binary composite fiber membranes (BCFMs), which made MWCNTs/Ag3PO4/PAN TCFMs be able to use light at longer wavelengths. Compared with Ag3PO4/PAN BCFMs, the as-prepared MWCNTs/Ag3PO4/PAN TCFMs showed enhanced photocatalytic activity and stability for degrading rhodamine B (RhB) in batch processing systems, which mainly ascribed to fast electron transfer from Ag3PO4 to MWCNTs and the resulting high electron-hole (e(-)-h(+)) separation efficiency. Radical trapping experiments revealed that holes (h(+)) and superoxide radicals (O2(-)) played primary roles in RhB degradation. In addition, the flexible MWCNTs/Ag3PO4/PAN TCFMs also showed potential practical application in the continuous wastewater treatment by a suitable photocatalytic membrane reactor. This work provides a facile approach to prepare flexible supported photocatalytic membrane with visible-light response, high activity and good stability.