Segmented poly(urethane-imide)s (PUIs) were synthesized by polyaddition reaction and applied for preparation of membranes. Tolylene-2,4-diisocyanate, pyromellitic dianhydride, and m-phenylenediamine for chain extension were used to form hard aromatic blocks. Polycaprolactone diols with molecular weights equal to 530 and 2000 g mol−1 were chosen as soft segments. The effect of the length of soft segments on the structure, morphology, and transport properties of segmented poly(urethane-imide) membranes were studied using atomic force microscopy, small-angle and wide-angle X-ray scattering, and pervaporation experiments. It was found that a copolymer with a shorter soft segment (530 g mol−1) consists of soft domains in a hard matrix, while the introduction of polycaprolactone blocks with higher molecular weight (2000 g mol−1) leads to the formation of hard domains in a soft matrix. Additionally, the introduction of hard segments prevents crystallization of polycaprolactone. Transport properties of membranes based on segmented PUIs containing soft segments of different length were tested for pervaporation of a model mixture of propanol/water with 20 wt % H2O content. It was found that a membrane based on segmented PUIs containing longer soft segments demonstrates higher flux (8.8 kg μm m−2 h−1) and selectivity (179) toward water in comparison with results for pure polycaprolactone reported in literature. The membrane based on segmented PUIs with 530 g mol−1 soft segment has a lower flux (5.1 kg μm m−2 h−1) and higher selectivity (437).