Hydrophilic poly(acrylonitrile) [PAN] membrane with good molecular weight cut-off characteristics were prepared by using the phase inversion method. Permeability and molecular weight cut-off of the membranes were measured through the ultrafiltration test. On the surface of the PAN support membranes, poly(acrylic acid) [PAA] was deposited by dip-coating. The water permeability of the PAN support membrane had $0.17~31 extrm{mm}^3/m^{2} cdot s cdot Pa$, the molecular weight cut-off 42, 000~150, 000. The transport characteristics of the prepared composite membranes were significantly affected by the variation of the support membrane mophology. The permeability of the composite membrane was decreased with increasing molecular weight cut-off of the support membrane, and the separation factor was slightly changed depending on the feed concentration.