This article reviews the progresses on polymer membranes embedded with novel inorganic nanomaterials to provide micro reaction locations (MRLs) in the polymer matrices for wastewater treatment. Ultrafiltration (UF)membranes, especially polyvinylidene fluoride (PVDF) and polysulfone (PSF) membranes, are broadly applied in wastewater treatment. The strategy of embedding functional nanomaterials into the polymer matrices has been extensively investigated to enhance the integrated properties of polymer membrane. Nevertheless, the performance enhancement just comes from physical interactions between nanomaterials and wastes, while the chemical interactions are not involved, thus limiting further improvements. In order to further enhance the integrated properties of polymer membranes, functional inorganic nanomaterials that can chemically react with the wastes are proposed and embedded into the polymer membranes to form many MRLs. In this paper, the strategies for embedding functional nanomaterials such as sulfated TiO2 deposited SiO2 nanotubes, solid superacid porous ZrO2 shell/void/TiO2 core particles and porous YxFeyZr1-x-yO2 coated TiO2 solid superacid nanoparticles in polymer membranes were presented and the enhancement effect of MRLs on their integrated properties for wastewater treatments was discussed. Therefore, polymer membranes embedded with functional inorganic nanomaterials with MRLs are potentially applied in various wastewater treatments.