Covalent enzyme immobilization is generally a time-consuming and multistep procedure that uses toxic solvents and requires more than one chemical, making industrial upscaling unattractive. Using an aqueous polydopamine (PDA) solution for enzyme immobilization is a greener alternative. Usually, enzyme immobilization using PDA is performed in two steps: dopamine polymerization on the material surface followed by enzyme immobilization. A few recent studies applied a one-step strategy by mixing dopamine and enzyme in the coating solution, reducing the immobilization time, chemical consumption, and wastewater generation. This study compares the two-step and one-step approaches to immobilizing the lipase Eversa Transform 2.0 (ET2) on an α-alumina membrane. The one-step immobilization method achieved similar enzyme loading, membrane hydrolytic activity, and enzyme-specific activity to those of the two-step method. The ET2 immobilized using both strategies showed excellent fouling resistance and self-cleaning performance in oily wastewater filtration. The membrane modified by the one-step approach exhibited a lower reduction in pure water permeance after oil fouling (35%) and a higher permeance recovery (90%) than the one modified by the two-step method (40% and 74%, respectively). This better performance can be due to the higher hydrophilicity of the modified membrane and higher stability over reaction time shown by the enzyme immobilized by the one-step strategy. The higher stability can be attributed to more attachment points between the enzyme and PDA, increasing the enzyme rigidity and preventing conformational changes.