Asymmetric cellulose diacetate (CA) based membranes were prepared according to the phase inversion process from acetone/formamide (2:1 wt./wt.) casting solutions. The polymer concentration was varied from 15 to 25 wt.% in order to produce membranes with pore size distributions ranging from low molecular weight cut-off (MWCO) ultrafiltration (UF) materials to nanofiltration/reverse osmosis (NF/RO) materials. Three series of membranes were studied: (a) membranes manufactured from CA solutions as reference materials, (b) membranes cast from a blend of CA with 2 wt.% polymethylhydrosiloxane (PMHS) as bulk modified materials, (c) CA membranes coated by a thin PMHS film as surface modified materials. Surface analysis by scanning electron microscopy (SEM) and by energy dispersive X-ray analysis (EDX) showed the composite structure of the latter series compared to the two other ones. The membranes were characterized in terms of permeation rate and solute separation using NaCl solution. Modification by PMHS both in bulk and onto the surface enhanced the salt rejection and reduced the transmembrane flux compared to the corresponding reference membrane. Composite membranes made by PMHS surface treatment of NF CA films gave rise to materials showing better desalination performances (flux/rejection) than the asymmetric ones.