Nanofiltration (NF) membranes with a high permeability and rejection are of great interest in desalination, separation and purification. However, how to improve the permeation and separation performance still poses a great challenge in the preparation of NF membranes. Herein, the novel composite NF membrane was prepared through the interfacial polymerization of M-phenylenediamine (MPD) and trimesoyl chloride (TMC) on a double-walled carbon nanotube (DWCNT) interlayer supported by PES substrate. The DWCNT interlayer had a great impact on the polyamide layer formation. With the increase of the DWCNT dosage, the XPS results revealed an increase in the number of carboxyl groups, which decreased the crosslinking degree of the polyamide layer. Additionally, the AFM results showed that the surface roughness and specific surface area increased gradually. The water flux of the prepared membrane increased from 25.4 L/(m2·h) and 26.6 L/(m2·h) to 109 L/(m2·h) and 104.3 L/(m2·h) with 2000 ppm Na2SO4 and NaCl solution, respectively, under 0.5 MPa. Meanwhile, the rejection of Na2SO4 and NaCl decreased from 99.88% and 99.38% to 96.48% and 60.47%. The proposed method provides a novel insight into the rational design of the multifunctional interlayer, which shows great potential in the preparation of high-performance membranes.