The ultrafiltration (UF) and nanofiltration (NF) membranes have been prepared successfully from poly (phthalazine ether sulfone ketone) (PPESK), a proprietary chemical of excellent thermal, chemical and mechanical stability. The effects of PPESK concentration, the type and concentration of additives in the casting solution on membrane permeation flux and rejection were evaluated by using orthogonal array of the design of experiments in separation of polyethyleneglycol (PEG). It is shown that PPESK concentration and the additive in the casting solution is the dominant factor on the rejection and permeation flux, respectively. The membrane performance is consistent and agrees with the theoretical analysis. The membranes were applied in the dye separation with the effects of evaporation time, heat treatment and the type of dye studied. The separation of a variety of dyes of 600-900 Da can be accomplished by the PPESK membranes properly prepared. Over 98% dye rejections were obtained for seven typical dyes. The permeation flux increases greatly by raising operation temperature and pressure without significant change of rejection.