Film membranes from the thermoplastic poly(ether ether ketone) (PEEK) have been extruded and tested for their microfiltration and ultrafiltration performance. High-performance asymmetric membranes have been obtained by extruding polymer blends of PEEK, polysulphone, and a small molecule solvent mixture, and then by removing the polysulphone and solvent in a subsequent extraction step. The process for making ultrafiltration membranes differs from microfiltration membranes only in the relative blend components, and the temperature of the film pick-up rolls. Processing parameters with important effects on the membrane performance have been identified. Microfiltration membranes are characterized by their pore-size distributions and SEM, and ultrafiltration membranes by their rejection of bovine serum albumin, bubble point, and SEM. Composite membrane for nanofiltration utilizing the PEEK ultrafiltration membrane as a substrate performed similarly to a commercial membrane for the same purpose. This work details the best method for making PEEK film membranes published to date.