The application of carbon nanotubes (CNTs) in water treatment membranes can increase the permeability and selectivity of the membranes. However, traditional CNTs are usually affected by van der Waals forces, which makes them prone to agglomerate in polymer membranes, and their non-directional arrangement in the membranes limits their transport efficiency as water channels in the membranes. In this paper, a reversible addition-fragmentation chain transfer (RAFT) polymerization method was used to synthesize propargyl methacrylate - random copolymerization - poly (ethylene glycol) methacrylate - block - polymethyl methacrylate [P(PgMA-r-PEGMA) -b-PMMA]. The P(PgMA-r-PEGMA)-b-PMMA grafting rate was 60.4% on the surface of magnetic sulfhydryl functionalized carbon nanotubes (mCNTs-SH) by click-reaction grafting. Poly (vinylidene fluoride) (PVDF)/CNTs composite ultrafiltration membranes were prepared using vapor-induced phase separation (VIPS) combined with magnetic field arraying. When the mCNTs-g-P(PgMA-r-PEGMA)-b-PMMA were vertically aligned in the PVDF membrane through a magnetic field, the effective construction of the vertical nanochannels was realized, and an increased purified water flux from 25.6 LMH to 35.8 LMH, with the composite ultrafiltration membranes was obtained. In addition, the membranes also showed excellent hydrophilicity, mechanical properties, and polyethylene glycol 1200 (PEG1200) rejection. The water contact angle was reduced from 105° to 79°, the rejection of PEG1200 was increased from 44% to 91% of the 0.5 g/L PEG aqueous solutions, and excellent mechanical properties (tensile strengthes up to 9.3 MPa) were achieved. By designing the interface structure of the CNTs and studying the orientation of the CNTs in PVDF membranes, this work provides a new research idea for the field of water treatment ultrafiltration membranes.