Metal-organic frameworks (MOFs) based mixed-matrix membranes (MMMs) exhibited an excellent promise for separating dye molecules and salt ions due to their permeability and selectability. However, controlling interfacial compatibility between the polymer and MOFs remained challenging, and MOF-based MMMs were poorly processable. Herein, the dual-bath coagulation method was developed to form the polyvinylidene fluoride (PVDF) and polyvinylpyrrolidone (PVP) polymer precursor layer, which provided a skeleton support structure. Inspired by the capillary effect, the nanosheet copper-ZIFs were in situ grown in the skeleton support structure, forming capillary microporous channels. The formation of capillary microporous channels endowed the MOF-based MMMs with high permeability of water molecules. Interestingly, the MOF@PVDF/PVP membrane exhibited excellent water permeance (ca. 635.7 L·m−2·h−1·bar) and selectivity for dye/salt separation (dye removal approaching 100 %, salt removal < 10 %). Even for the cationic small-molecule dyes, the MMMs showed an outstanding rejection (e.g., 96.3 % for malachite green and 96.7 % for methylene blue). The water permeance of the MOF@PVDF/PVP membrane was much higher than that of most membranes with similar rejection rates for dyes. Besides, the antifouling and antibacterial properties confirm that the MMMs could maintain long-term stability in practical dyeing wastewater treatment. This study provides an efficient approach to preparing MOF-based MMMs with capillary and skeleton support structures, which exhibited superior performance and outstanding stability for water purification.