In this work, graphene oxide (GO)/ethylene glycol (EG) membranes were designed by a vacuum filtration method for molecular separation and water purification. The composite membranes were characterized by scanning electron microscopy (SEM), field emission scanning electron microscopy (FESEM), Fourier transform infrared spectroscopy (FTIR), thermogravimetric analysis (TGA), atomic force microscopy (AFM) and X-ray photoelectron spectroscopy (XPS). The interlayer spacing of GO membranes (0.825 nm) and GO/EG membranes (0.634 nm) are measured by X-ray diffraction (XRD). Using the vacuum filtration method, the membrane thickness can be controlled by selecting the volume of the solution from which the membrane is prepared, to achieve high water permeance and high rejection of Rhodamine B (RhB). The membrane performance was evaluated on a dead-end filtration device. The water permeance and rejection of RhB of the membranes are 103.35 L m−2 h−1 bar−1 and 94.56% (GO), 58.17 L m−2 h−1 bar−1 and 97.13% (GO/EG), respectively. The permeability of GO/EG membrane is about 40 × 10−6 L m-1 h−1 bar−1. Compared with the GO membrane, the GO/EG membrane has better separation performance because of its proper interlayer spacing. In this study, the highest rejection of RhB (99.92%) is achieved. The GO/EG membranes have potential applications in the fields of molecular separation and water purification.