Abstract Membrane separation technology holds large potential for sustainable lithium extraction from salt lakes. Accurate lithium and magnesium separation is determinative of the lithium extraction efficiency. However, it still poses a huge hurdle for conventional nanofiltration membranes to break through the limited permeance and poor Mg 2+ /Li + selectivity. Here, a new monomer cyclodextrin‐pentaethylenehexamine (CD‐PEHA) containing CD cavity as knot and long amino chains as thread is synthesized as a building block to fabricate CD‐embedded polyamide nanofilms via interfacial polymerization. The protonated amino groups along the thread and the annular shape of CD cavity intensify the free volume and electropositivity of the CD‐embedded membrane simultaneously, which is favorable for Mg 2+ /Li + separation. The optimum CD‐embedded membranes feature a remarkable Mg 2+ /Li + separation selectivity of 51.8 and a high permeance of 10.8 L m −2 h −1 bar −1 , which is preferable than most of the state‐of‐the‐art membranes for lithium extraction. In addition, high‐purity Li 2 CO 3 product is obtained via a three‐stage nanofiltration process from simulated salt‐lake brine. This tailored molecular weaving strategy may herald a promising outlook for the development of advanced membranes for lithium extraction.