Photocatalytically active silicon carbide (SiC)-based mesoporous layers (pore sizes between 5 and 30 nm) were synthesized from preceramic polymers (polymer-derived ceramic route) on the surface and inside the pores of conventional macroporous α-alumina supports. The hybrid membrane system obtained, coupling the separation and photocatalytical properties of SiC thin films, was characterized by different static and dynamic techniques, including gas and liquid permeation measurements. The photocatalytic activity was evaluated by considering the degradation efficiency of a model organic pollutant (methylene blue, MB) under UV light irradiation in both diffusion and permeation modes using SiC-coated macroporous supports. Specific degradation rates of 1.58 × 10−8 mol s−1 m−2 and 7.5 × 10−9 mol s−1 m−2 were obtained in diffusion and permeation modes, respectively. The performance of the new SiC/α-Al2O3 materials compares favorably to conventional TiO2-based photocatalytic membranes, taking advantage of the attractive physicochemical properties of SiC. The developed synthesis strategy yielded original photocatalytic SiC/α-Al2O3 composites with the possibility to couple the ultrafiltration SiC membrane top-layer with the SiC-functionalized (photocatalytic) macroporous support. Such SiC-based materials and their rational associations on porous supports offer promising potential for the development of efficient photocatalytic membrane reactors and contactors for the continuous treatment of polluted waters.