A new type of nanofiltration membrane is reported based on coating a sulfonated poly(ether ether ketone) (SPEEK) layer on top of a polyethersulfone support. The membranes were characterized by dextran mixtures, salt solutions as well as negatively charged dyes. The SPEEK coated nanofiltration membranes showed molecular weight cutoff for dextran in the range of ultrafiltration, however, rather high rejection for sodium sulfate; retention for salts in the order of RNa2SO4>RNaCl>RMgCl2; in addition, the membranes showed a 97–100% retention to the organic dyes. The rejection rates were improved by an increase in the coating thickness and the polymer concentration in the coating solution at the penalty of permeability decrease. Furthermore, it was found that pore penetration of SPEEK into the support membrane effectively constrained the swelling rate of SPEEK and increased the retention. The Donnan–Steric Pore Model was used to describe the transport properties of the membrane. Modeling identified a very tortuous passage within the active separation layer.