High separation efficiency and satisfactory economic benefits are of great importance for ceramic membranes in the field of water treatment. Herein, microfiltration ceramic membrane with high permeability and selectivity was prepared in one-step (dip-coating and sintering) by sacrificial-interlayer method. The membrane-forming mechanism, effect of temperature on the morphology and pore structure, separation performance, fouling mechanism, and regeneration performance of the ceramic membranes were systematically investigated. The results show that membrane-forming mechanism of the membranes largely depends on film-coating filtration. The membrane with a mixture of nanocellulose crystals and graphene oxide as sacrificial interlayer (C1G1) and sintered at 1100–1300 °C possessed smooth surface. The open porosity and average pore size increased, and the pore size distribution became broader as the temperature increased. Moreover, the sacrificial-interlayer membrane sintered at 1300 °C (mA4S-C1G1) possessed suitable porosity (53.4%) and average pore size (200 nm), high permeance (4828 L·m−2·h−1·bar−1), which was larger than that of the membrane without sacrificial interlayer, manifesting that C1G1 could prevent the penetration of membrane-forming particles into support. The final fouling mechanism of mA4S-C1G1 was cake filtration, although complete pore blocking, standard pore blocking, intermediate pore blocking also involved in the initial stage. In addition, the oil rejection rate (∼97%) and steady-state feed flux (810–1154 L·m−2·h−1) of mA4S-C1G1 was high, and it also possessed good regeneration performance.