Membranes are a selective barrier that allows certain species (molecules and ions) to pass through while blocking others. Some rely on size exclusion, where larger molecules get stuck while smaller ones permeate through. Others use differences in charge or polarity to attract and repel specific species. Membranes can purify air and water by allowing only air and water molecules to pass through, while preventing contaminants such as microorganisms and particles, or to separate a target gas or vapor, such as H2 and CO2, from other gases. The higher the flux and selectivity, the better a material is for membranes. The desirable performance can be tuned through material type (polymers, ceramics, and biobased materials), microstructure (porosity and tortuosity), and surface chemistry. Most membranes are made from plastic from petroleum-based resources, contributing to global climate change and plastic pollution. Cellulose can be an alternative sustainable resource for making renewable membranes. Cellulose exists in plant cell walls as natural fibers, which can be broken down into smaller components such as cellulose fibrils, nanofibrils, nanocrystals, and cellulose macromolecules through mechanical and chemical processing. Membranes made from reassembling these particles and molecules have variable pore architecture, porosity, and separation properties and, therefore, have a wide range of applications in nano-, micro-, and ultrafiltration and forward osmosis. Despite their advantages, cellulose membranes face some challenges. Improving the selectivity of membranes for specific molecules often comes at the expense of permeability. The stability of cellulose membranes in harsh environments or under continuous operation needs further improvement. Research is ongoing to address these challenges and develop advanced cellulose membranes with enhanced performance. This article reviews the microstructures, fabrication methods, and potential applications of cellulose membranes, providing some critical insights into processing-structure-property relationships for current state-of-the-art cellulosic membranes that could be used to improve their performance.