Biodegradable filtration membranes can be applied in food and biochemical processes to clarify products or to yield particles from suspensions, and then degrade in composting processes. In this study we developed microfiltration membranes from a polymer blend of poly(F-caprolactone) (PCL) and poly(L-lactic acid) (PLLA). The membranes were formed via the thermally induced phase separation process and were used to separate yeast cells from their suspension. The blend ratio (PCL:PLLA) of 4:1 was important to prepare the biodegradable polymer-blend membrane with the ability of the retention of yeast cells and without exfoliation of the membrane. The permeation resistance of PCL-PLLA blend (4: 1) membranes was as high as that of PCL membranes and was three-order lower than that of a PLLA membrane. In the filtration of yeast cell suspensions the increase of the permeation resistance during the filtration was much lower with a PCL-PLLA (4: 1) membrane than with a PLLA membrane. The PCL-PLLA (4: 1) membrane captured the cells as a depth filter while the PLLA membrane did as a screen filter.