Harmful algal blooms threaten drinking water safety. Although ultrafiltration can effectively retain algae cells and algal-derived pollutants, such as extracellular polymeric substances, it still faces challenges such as severe membrane fouling and insufficient contaminant removal. To address these issues, this study developed an integrated “membrane material–flocculant–magnetic regulation” process to enhance algae-laden water treatment and mitigate fouling. Nanoparticles of sulfonated polydopamine (SPDA)-modified Materials of Institute Lavoisier-101 (MIL-101), denoted SPDA@MIL-101, were utilized to functionalize a polyethersulfone (PES) ultrafiltration membrane, enhancing its hydrophilicity and negative surface charge. Meanwhile, a magnetic flocculant (PCNF), composed of polyferric sulfate (PFS), sodium carboxymethyl cellulose (CMC-Na), and iron(II,III) oxide (Fe₃O₄) nanoparticles, was synthesized. Under an external magnetic field, a combined coagulation–ultrafiltration process was employed to actively regulate the cake layer, forming a magnetically responsive cake layer with a graded structure of lower density at the bottom and higher density at the top. The SPDA@MIL-101/PES membrane exhibited significantly improved hydrophilicity, indicated by the reduced contact angle of 54.89°, as well as excellent removal efficiency toward algae-derived fluorescent organic matter. Guided by the magnetic field, the PCNF flocculant formed a loose and porous cake layer, leading to a membrane flux recovery rate of 89% and a reduction in irreversible fouling to 11%. Mechanistic analysis revealed that the magnetic field-mediated dynamic reconstruction of the cake layer optimized the pore network, simultaneously improving contaminant retention and flux recovery performance. This study provides a feasible strategy for the treatment of high-algae water by combining material innovation and process regulation.