Stainless steel fiber sintered felt supported Fe0-NaA molecular sieve membrane (Fe0-NaA-SSFSF) was prepared by the secondary growth and liquid-phase reduction method. The catalytic wet peroxide oxidation performance of methyl orange in a fixed bed with Fe0-NaA-SSFSF was studied. The effects of pH, bed height, temperature and inlet concentration on the conversion rate of methyl orange, COD removal rate and iron leaching concentration were investigated. The stability of Fe0-NaA-SSFSF catalyst was determined. The results showed that when the pH of the solution was 2.5, the conversion of methyl orange fluctuated in the experimental time range. With the decrease of pH to 2.0, the conversion of methyl orange tended to be stable. When the pH continued to decrease to 1.5, the conversion of methyl orange remained basically unchanged. With the increase of bed height from 0.45 cm to 0.90 cm, the conversion rate of methyl orange remained almost the same and the COD removal rate increased from 21.2% to 85.0%. With the decrease of reaction temperature from 70℃ to 50℃, the conversion rate of methyl orange remained almost unchanged and the COD removal rate decreased from 85.0% to 42.4%. Both the conversion rate of methyl orange and COD removal rate had no obvious change with the increase of inlet methyl orange concentration. Under the conditions of pH=2.0, bed height of 0.90 cm, reaction temperature of 70℃, methyl orange concentration of 50~200 mg/L, the conversion rate of methyl orange was greater than 97% in the experimental time range, the maximum iron leaching concentration was lower than 10.2 mg/L, and the COD removal rate was above 85% when the fixed bed was running continuously for 240 min. When the Fe0-NaA-SSFSF catalyst was reused three times, the conversion rate of methyl orange kept basically the same.