Bioethanol is a promising substitute for fossil fuels and is mainly produced through yeast fermentation. However, in conventional batch fermentation process extracellular ethanol accumulation restricts yeast excretion of intracellular ethanol, and results in suppressed yeast viability and ethanol productivity. The present study reports a yeast-immobilized catalytically active membrane for efficient extracellular ethanol removal towards enhanced bioethanol productivity in pervaporation membrane reactor. The membrane was fabricated by immersion phase inversion through coating a porous yeast/polyethersulfone catalytic layer on a polydimethylsiloxane (PDMS) pervaporation membrane. Benefited from the high porosity of biocatalytic layer, the immobilized yeast exhibited superior fermentation capacity in high substrate concentration when compared with free yeasts. Most importantly, by comparing the fermentation performances in catalytically active membrane reactor (CAMR), inert membrane reactor and batch reactor, CAMR exhibited the highest ethanol productivity (3.05 g L−1 h−1) and yeast mass concentration (26.41 g L−1), indicating a superior yeast growth rate and viability in CAMR. We attribute this to a “genuine” in situ removal ability of the bio-catalytically active membrane: the extracellular ethanol was promptly removed from the vicinity of the yeast, promoting a more rapid excretion of the inhibitor (intracellular ethanol) and thus maximally eliminated undesirable inhibition of the intracellular ethanol.