The dissolution of cellulose in the [Emim] OAc ionic liquid mixed with DMSO as a cosolvent has been studied, and the possibility of fabricating composite cellulose membranes for the nanofiltration of organic media has been explored. It has been shown that the addition of DMSO to [Emim] OAc leads to a decrease in the dissolution time, which has a minimal value at a solvent ratio of 1 : 1. Composite membranes on a poly(ethylene terephthalate) support have been synthesized. The cellulose content in the casting solution was 6, 8, 12, or 16 wt %. It has been found that the rejection factor of the Remazol Brilliant Blue R dye (626 g/mol) varies from 42 to 82% depending on the composition of the casting solution.