Herein, we report the results of a study on combining adsorption and ultrafiltration in a single-stage process to remove nitrite ions from contaminated water. As adsorbent, a surface-modified nanoclay was employed (i.e., Nanomer® I.28E, containing 25-30 wt. % trimethyl stearyl ammonium). Ultrafiltration experiments were conducted using porous polymeric membranes (Ultracel® 10 kDa). The hybrid process of adsorption-ultrafiltration was modeled and optimized using three computational tools: (1) response surface methodology (RSM), (2) artificial neural network (ANN), and (3) support vector machine (SVM). The optimal conditions provided by machine learning (SVM) were found to be the best, revealing a rejection efficiency of 86.3% and an initial flux of permeate of 185 LMH for a moderate dose of the nanoclay (0.674% w/v). Likewise, a new and more retentive membrane (based on PVDF-HFP copolymer and halloysite (HS) inorganic nanotubes) was produced by the phase-inversion method, characterized by SEM, EDX, AFM, and FTIR techniques, and then tested under optimal conditions. This new composite membrane (PVDF-HFP/HS) with a thickness of 112 μm and a porosity of 75.32% unveiled an enhanced rejection efficiency (95.0%) and a lower initial flux of permeate (28 LMH). Moreover, molecular docking simulations disclosed the intermolecular interactions between nitrite ions and the functional moiety of the organonanoclay.