Metal–organic frameworks (MOFs) are efficient adsorbents for the removal of hazardous materials. An MOF based on 1,3,5‐benzenetricarboxylic acid (BTC), Cu3(BTC)2, is prepared via phase separation using supercritical CO2 (scCO2) as a nonsolvent for the polymer solution. The prepared MOF is then loaded onto microporous polystyrene membranes. To evaluate the performance of Cu3(BTC)2‐loaded microporous polystyrene membranes for pollutant removal from water, they are tested for the separation of methylene blue (MB) dye from an aqueous solution. Prior to the preparation of the Cu3(BTC)2‐loaded microporous polystyrene membranes, Cu3(BTC)2 is activated with scCO2. After the activation with scCO2, the internal surface area of Cu3(BTC)2 and its MB adsorption increase. A toluene solution of polystyrene containing Cu3(BTC)2 particles is prepared, and scCO2 is introduced to induce the phase separation of the polymer solution. A Cu3(BTC)2‐loaded microporous polystyrene membrane is obtained without the collapse of the structure after the release of the CO2 pressure. MB can be readily and rapidly removed from aqueous solutions using Cu3(BTC)2‐loaded microporous polystyrene membranes. The removal efficiencies for aqueous MB solution were high, and removal efficiencies reached 92.8%.