Particulate matter (PM) has long been considered an urgent atmospheric problem due to its harmful effects on the ecological environment and human health. Herein, we demonstrate the fabrication of membranes based on holey-reduced graphene oxide (H-RGO) nanosheets with different hole sizes to efficiently remove PM from the air. Etching KMnO4 and Co3O4 nanoparticles embedded on RGO nanosheets obtained the H-RGO nanosheets, followed by ordinary vacuum filtration. The H-RGO nanosheets show abundantly porous features with a rich hole (average pore size of 12.97 nm) on the planar H-RGO nanosheets, which is beneficial to the mass transfer of the as-prepared membrane. Thanks to its porously hierarchical architectures, the H-RGO-based filter shows excellent performance for the capture of PM, e.g., high efficiency of greater than 99 % for PM1.0, PM2.5, PM5.0, and PM10, respectively. Interestingly, the inherent hydrophobicity of H-RGO nanosheets, the as-prepared membrane exhibits superior humidity resistance with a high filtration efficiency of nearly 100 % observed even at high humidity (96 ± 2 % relative) over a continuous 18-hour test, which is considerably better than hydrophilic filtration materials. Taking advantage of its physicochemical stability, unique porously hierarchical architectures, and excellent PM capture performance, the H-RGO membranes may have great potential for practical separation, PM removal, and air cleaning applications.