Membrane separation technology has attracted extensive attention in the fields of seawater desalination and wastewater treatment due to its unique advantages, such as low energy consumption, high separation efficiency, and no phase transition. In this paper, graphene oxide (GO) and dopamine modified halloysite (D-HNTs) composite films were prepared via vacuum filtration with commercial nylon microporous film as a base film. The optimum ratio of film formation was obtained via examining a pure water flux, a hydrophilic performance, and a retention performance of composite films. The application of composite film in the field of liquid filtration was presented. The results show that the interlayer transport channel of composite film becomes greater with increasing the proportion of D-HNTs in composite film. Among them, at a mass ratio of GO:D-HNTs of 6:4, GO film formation is complete, the corresponding rejection rate of methylblue is 97.28%, and the pure water flux reaches 123.14 L/(m2·h) under a transmembrane pressure of 0.1 MPa. In addition, a pollution experiment was also carried out for 3 cycles with bovine serum albumin as a pollutant. The water flux recovery rate of composite film can reach >96%, indicating the superior anti-fouling performance.