In this work, we report the synthesis and characteristics of cyclomatrix polyphosphazene membranes based on interfacial polymerization between 1,1-tris(4-hydroxyphenyl)ethane and hexachlorocyclotriphosphazene on top of alumina or polyacrylonitrile supports. The potential of alumina-supported thin film composite membranes as organic solvent nanofiltration membranes has been confirmed with a polystyrene-based molecular weight cutoff of 347 ± 120 Da and 503 ± 220 Da in acetone and toluene, respectively. Also, the resulting alumina-supported TFC membrane showed a methylene blue rejection (Mw = 319 g mol−1) of 98.2 ± 2.3%, 92 ± 1.7%, and 93 ± 0.5% in water, ethanol, and acetone, respectively. Furthermore, a thin film composite membrane has been prepared with a polyacrylonitrile support via interfacial polymerization to validate the preparation technique for polymeric supports and facilitate industrial implementation. The resulting membrane showed higher permeance and lower rejection than the alumina-supported membrane due to the presence of pinholes in the selective layer on top of the polyacrylonitrile supports. Our results clearly show the great potential of cyclomatrix polyphosphazene membranes as organic solvent nanofiltration membranes. However, for polyacrylonitrile-supported membranes, the preparation method needs further investigation.