Molecular dynamics (MD) simulation was adopted to study the feed-membrane surface affinity and transport behavior of furfural molecules when a poly(ether block amide) (PEBA-2533) membrane was employed. The furfural molecules exhibited a stronger interaction with the PEBA-2533 membrane than the water molecules. Transport behavior analysis indicated that the self-diffusion selectivity in the membrane increased with an increase in feed furfural concentration and the cavity size of the membrane was crucial for the separation of larger molecules. Additionally, the fractional free volume, fractional accessible volume, and fractional cavity volume (FCV) of the PEBA-2533 membrane were analyzed to reveal the variation in membrane structure. Interestingly, the water flux was more sensitive to the variation in membrane thickness than the furfural flux. The permeate furfural concentration increased with an increase in membrane thickness and a membrane selectivity damping model was proposed to explain this phenomenon. The MD technique showed great potential as an approach to characterize the performance of the PEBA-2533 membrane during the pervaporation process.