It is highly desirable to develop environmentally friendly processes for fabricating thin-film composite (TFC) nanofiltration membranes (NFMs) from natural materials. However, the nanofiltration performance of such TFC NFMs is not satisfactory for practical applications owing to the lack of efficient methods for constructing ultrathin, uniform, stable coatings as selective layers. In this study, a contra-diffusion strategy is used to fabricate TFC NFMs with ultrathin cross-linked alginate coatings as selective layers without the use of any organic solvents. The as-prepared NFMs show a water permeation flux that is nearly one order of magnitude higher than that of other alginate-based TFC NFMs with similar salt rejection, and represents the best performance among all TFC NFMs from natural materials. These NFMs also demonstrate excellent mono-/divalent ion selectivity, as well as good long-term operation stability and antifouling properties. Furthermore, this strategy maximizes the reactant usage rate, minimizes the waste discharge and provides new insight into environmentally friendly fabrication of TFC NFMs.