This study reports the fabrication of sandwich-structured PCL/PMMA@PCL/PCL electrospun membranes with PCL outer layers and a PMMA@PCL middle layer, designed to enhance mechanical strength and separation efficiency for oil-in-water emulsion treatment. To improve surface wettability, the membranes were treated with ethanol, introducing physically adsorbed hydroxyl groups without altering the chemical structure. A cold-pressing process was employed to increase membrane compactness resulting in enhanced mechanical performance. Morphological and structural characterisation confirmed the successful formation of the layered architecture, with reduced fibre diameter attributed to axial stretching under compressive force. Compared with single-layer PCL membranes, the multilayer structure exhibited a more balanced combination of mechanical robustness and separation performance. The Sandwich-1 membrane exhibited high oil rejection rates (∼95 %) and satisfactory mechanical properties in short-term filtration tests, indicating its suitability for water treatment applications. Although the flux recovery ratio (FRR) remained above 90 %, it was somewhat limited due to the basic deionized water rinsing, which was insufficient to fully remove trapped oil droplets. Long-term filtration further revealed a gradual flux decline attributed to membrane compaction and partial pore blockage. These findings highlight the potential of structural and physical surface modifications for developing high-performance membranes and suggest that future optimisation should focus on durable hydrophilic treatments and more effective antifouling and cleaning strategies to improve long-term operational stability.