Crosslinked sodium alginate (SA) membranes which have a protective polyelectrolyte complex layer at a membrane surface were prepared by a simple technique for the reverse osmosis separation of an anionic surfactant that has been used as an emulsifier in PTFE emulsion polymerization. With this technique, when a nascent SA film cast onto a glass plate was dipped in the reaction solution that contained both CaCl2, a crosslinking agent, and chitosan, a cationic polymer, the stable SA membrane with double layer structure was fabricated by crosslinking with the divalent ion Ca2+ inside the membrane and the simultaneous polyelectrolyte complexation of anionic SA with cationic chitosan at the membrane surface. The effects of the fabrication parameters on the characteristics of the resulting membrane were investigated. The complex membrane gave excellent membrane performance with rejections higher than 99% due to electrostatic repulsion between anionic solute molecules and the anionic membrane. Also, a comparison of membrane performance between crosslinked SA membranes with and without the protective complex layer was made at different operating conditions in the reverse osmosis separation of the anionic surfactant from waste fluids. The role of the protective polyelectrolyte complexes formed at the membrane surface is discussed in terms of membrane stability.