Carbon nanotubes (CNTs) are important building blocks to produce high-performance membranes. However, the strong hydrophobicity significantly hinders their applications in aqueous systems. Herein, we demonstrate, for the first time, that atomic layer deposition (ALD) is an efficient and flexible method to upgrade the permselectivity of CNT-based membranes. We ALD-deposit ZnO on fabrics of multi-walled carbon nanotubes. ZnO grows on the CNT surface as nanoparticulates initially and then forms conformal layers wrapping the CNTs. The originally hydrophobic surface of CNTs is progressively turned to be highly hydrophilic with rising ALD cycles. The deposition of ZnO on CNTs significantly promotes the surface wettability of the CNT membranes on one hand, and endows the membrane an enhanced mechanical stability on the other. The CNT membranes exhibit simultaneously upgraded water permeability and retention in the ultrafiltration category after ALD for moderate cycle numbers. With ever increased ALD cycles, the retention is further improved while the water permeability is decreased due to the competing effect of the increased hydrophilicity and narrowed pores. The strategy of "ALD on CNT substrates" is expected to produce other robust membranes with additional functionalities dependent on the materials to be deposited by ALD.