Cellulose and copolymers of acrylonitrile (PAN) are characterized by their chemical resistance to several conventional solvents. Therefore, these polymers are often used to obtain membranes for the recovery of such solvents. In this work, for the first time, composite membranes formed from highly concentrated mixed solutions based on cellulose and PAN are considered (the total content of polymers is 18 wt.%). For mixed solutions, the morphology and rheological behavior were evaluated. It is shown that the resulting solutions are two-phase, and their morphology depends on the components' ratio and the system's history. The non-monotonous change in the viscosity with the PAN content indicates a specific interaction of cellulose and PAN in N-methylmorpholine-N-oxide solutions. The rheological behavior of mixed solutions allows for their processing in conditions identical to those of cellulose solutions. The introduction of PAN into the cellulose matrix promotes a decrease in the structural order in the system, affecting the membranes' transport properties. For composite membranes, it was found that with an increase in the content of the PAN phase, the retention of Remazol and Orange decreases, while the observed values are several times higher than those for cellulose membranes. The permeability of ethanol increases with increasing terpolymer content.