In this work, we construct zwitterionic multilayers on poly(vinyl alcohol) (PVA) thin-film nanofibrous composite (TFNC) substrate via a facile surface engineered layer-by-layer (LBL) assembly of poly (sulfobetaine methacrylate) (PSBMA) and tannic acid (TA, a polyphenol), which endowed the modified membranes with multifunctionality for filtration of proteins and dyes and potential biomedical application. Characterizations of surface chemical structure and morphology of the modified membranes confirmed the successful zwitterionic self-assembly modification. The LBL-assembled membranes showed superior separation performance for filtration of proteins and dyes. Especially when the number of TA/PSBMA bilayer was 6, the PVA-6BL-M possessed high permeate flux (311.7 Lm−2 h−1) and excellent rejection (99.9%) for 0.1 g/L Direct Red 80 solution at 0.6 MPa. After being covered more TA/PSBMA bilayers, the LBL-assembled membranes could not only sieve smaller molecules of proteins and dyes well, but also exhibit better anti-biofouling properties (higher water flux recovery ratio, negligible irreversible fouling and the less BSA, E. coli and S. aureus bacteria adsorption). In addition, the LBL-assembled membranes presented excellent blood compatibility (greatly reduced platelet adhesion, significantly increased clotting time and lower hemolysis ratio), which indicated great potential for biomedical application. This work provided a facile and efficient method for designing a multifunctional TFNC membrane for water treatment and biomedical engineering.