Preheat oven to 425° and drizzle 2 tablespoons oil on a large baking sheet. On a large plate, combine cornmeal and Cajun seasoning. Season catfish with salt and pepper, then dredge fish in seasoned cornmeal, pressing to coat.
Place fish on prepared baking sheet and drizzle with remaining 2 tablespoons oil. Bake until golden and fish flakes easily with a fork, 15 minutes. Serve with lemon wedges.