Developing air filters with high efficiency, low airflow resistance, good chemical and thermal stability is a great challenge for PM purification applications. MXene membranes with controlled interlayer nano-channels and abundant hydrophilic groups exhibit excellent separation potential. However, the easy stacking between neighboring nanosheets in two-dimensional lamellar membranes increases the resistance during the separation process. In this study, metal oxides were assembled with Ti3C2Tx nanosheets by electrostatic interaction, and holey Ti3C2Tx (H-Ti3C2Tx) nanosheets with abundant through-hole structures were prepared by calcination and etching with a specific surface of 13.2 m2g−1, 6 times higher than that of Ti3C2Tx (2.2 m2g−1). H-Ti3C2Tx nanosheet membranes with transverse and longitudinal channels were produced using vacuum filtering. The membrane has excellent PM filtration performance, with filtration efficiency higher than 94.59% for PM 0.3 and 99.97% for PM 2.5 and 99.99% for PM 10.0, respectively, and the pressure drop of 120 Pa after 12 h of operation, which is better than that of pure Ti3C2Tx membrane (>1300 Pa). Excellent PM filtration was also demonstrated under high humidity conditions. Our findings provide a scalable strategy for the synthesis of holes MXene materials as well as demonstrate their potential in air purification.