The precise manipulation of the porous structure of the nanofiltration membrane is critical for unlocking enhanced separation efficiencies across various liquids and solutes. Ultrathin films of crosslinked macrocycles, specifically cyclodextrins (CDs), have drawn considerable attention in this area owing to their ability to facilitate precise molecular separation with high liquid permeance for both polar and non‐polar liquids, resembling Janus membranes. However, the functional role of the intrinsic cavity of CD in liquid transport remains inadequately understood, demanding immediate attention in designing nanofiltration membranes. Here, the synthesis of polyester nanofilms derived from crosslinked β‐CD, demonstrating remarkable Na2SO4 rejection (≈92 – 99.5%), high water permeance (≈4.4 – 37.4 Lm−2h−1bar−1), extremely low hexane permeance (<1 Lm−2h−1bar−1), and extremely high ratio (α > 500) of permeances for polar and non‐polar liquids, is reported. Molecular simulations support the findings, indicating that neither the polar nor the non‐polar liquids flow through the β‐CD cavity in the nanofilm. Instead, liquid transport predominantly occurs through the 2.2 nm hydrophilic aggregate pores. This challenges the presumed functional role of macrocyclic cavities in liquid transport and raises questions about the existence of the Janus structure in nanofiltration membranes produced from the macrocyclic monomers.