The development of protein adsorbents with high adsorption performance has attracted great attention due to the important role of these adsorbents in protein separation and purification. Herein, cellulose-based composite membranes were prepared through a combination of cellulose fiber (CF) and 2,2,6,6-tetramethylpiperidine-1-oxyl oxidized cellulose nanofiber (CNF) in alkaline/urea aqueous solution and regeneration from a tape casting method. Taking advantage of the functional carboxyl groups in CNF, the obtained cellulose-based composite membranes display a good protein adsorption property, with a capacity of 241.6 mg g−1, by using bovine serum albumin as a model protein. Meanwhile, the adsorption performance of cellulose-based composite membranes can be optimized by regulating the blending ratios of CNF and CF, buffer pH, initial protein concentrations and temperature, and the mechanical property of cellulose-based composite membranes can be adjusted by changing the ratio of CNF and CF. These effective and economic membranes may act as promising candidates for protein adsorption in protein separation and purification fields.