Polymer mesoporous membranes are widely employed in many membrane processes including ultrafiltration and dialysis, and become more crucial with increasing demand in chemical and life fields. Here we report a highly-efficient polymer membrane with sub-5 nm pores and high flux from polyacrylonitrile (PAN) nanoparticles produced from dilute PAN solution via fast freeze-extraction process. The ~25 nm-size PAN nanoparticles forming brad-like chains are dispersed in ethanol solution and used to prepare the membrane by filtration-assisted assembly method across a macroporous support. Effects of solvents and usage of PAN on membrane formation is studied in detail. The resultant membranes comprise of the nanoparticles stacked on the support to form a mesoporous separation layer with a controllable thickness and a cut-off of below 5 nm. They exhibit excellent separation performances in ultrafiltration of protein and nanoparticle solutions. Typically, the membrane with 94.6% rejection of 5 nm gold nanoparticles has a pure water flux of 823 L m-1 h-1 bar-1 and perfect rejection for ferritin molecules and 10 nm gold nanoparticles. The newly developed membranes should have wide application in chemical, environment and life fields.