The self-diffusion of water and ethanol in cellulose acetate (CA), cyanoethyl cellulose acetate (CACN) and hydroxypropyl cellulose acetate (CAHP) membranes and particles was measured with the pulsed field gradient NMR (PFG-NMR) technique. At least two kinds of channels for diffusion were found, namely channel 1 and channel 2, in these membranes and particles. Channel 1 consists of macropores both in membranes and particles, channel 2 consists of micropores both in particles and in the dense layer of membranes. The diffusion property of the dense layer of a membrane is mainly determined by the self-diffusion in channel 2. The behavior of water in channel 1 is nearly the same as that in the bulk and can freeze at 0 degrees C, while water in channel 2 is bound to the polymer matrix and cannot freeze at 0 degrees C. The structure of the particles has some effect on the relative amount of non-frozen water which increases with a decrease in the pore size of the particle, The self-diffusion coefficient of ethanol solute in channel 2 is of the same order as that of water, indicating the low rejection property in the membrane.