The collaborative removal of dust-containing toxic gas caused by emission of industrial fumes is an intractable problem, and catalytic membranes that combine catalysis and separation are an effective way to solve this problem. In this work, we exhibited the successful fabrication of a Pt/SAPO-34@SiC catalytic membrane and its excellent catalytic and filtration performance in the simultaneous removal of NO and particulate matter (PM). Only 25% of the gas permeation of the SiC membrane was sacrificed under the optimal synthesis condition, and monolayer growth of the SAPO-34 zeolites was achieved. The simultaneous removal of NO and PM tests showed that the highest NO oxidation rate and NO degradation rate were 72.5 and 92.3%, respectively, while the PM rejection rate was maintained at 99.99% during the whole test, corroborating the simultaneous removal of NO and dust tests. The prepared Pt/SAPO-34@SiC catalytic membrane exhibits great potential for exhaust purification.