Different from the typical interfacial polymerization for nanofiltration membrane fabrication, we proposed a novel method to prepare charged nanofiltration membrane via rapid immersion thermal annealing process with the ultrafiltration membrane, which was prepared from the amphiphilic copolymer, poly(vinyl chloride)-g-poly (2-(dimethylamino) ethyl methacrylate) (PVC-g-PDMA) via non-solvent induced phase separation. The pore structures and chemical properties of the membranes, and annealing conditions including the media where the membrane was annealed, annealing temperature and time, were investigated in detail. It is found that the porous separation layer was collapsed to be a stable, defect-free, and smooth film as the dense separation layer of nanofiltration membrane when it was annealed in n-heptane above its glass transition temperature (Tg) for only 1 min while the pore size cutoff was tailored from 20 nm to 2 nm. Salt rejections were in the order of MgCl2> NaCl > MgSO4> Na2SO4 at neutral condition due to Donnan repulsion, indicating a typical positively charged nanofiltration membrane. Overall, this rapid immersion thermal annealing process provides a facile and effective strategy to tailor ultrafiltration membrane toward nanofiltration applications for amphiphilic copolymer based membranes.