Using the chemically stable and cost-effective nylon PA6 as a substrate with the help of the high hydrophilicity of microcrystalline cellulose (MCC) and TiO2 nanoparticles to build micro-nanostructures on the surface of the nylon PA6, the superhydrophilic and underwater oleophobic composite membrane was fabricated to achieve the high efficiency of water-oil separation. TiO2 nanoparticles wrapped in MCC were evenly dispersed on the composite membrane, and the pore size of the composite membrane decreased with increasing MCC mass fraction. MCC can be tightly bound to the surface of the PA6 membrane because of its excellent film-forming properties and ability to cross-link with PA6. The modification of TiO2 and MCC led to a reduction in the surface adhesion of the composite membrane to oil droplets. The separation efficiency of the composite membrane for water-oil emulsions followed the order TiO2@2MCC-PA6 > TiO2@MCC-PA6 > TiO2-PA6 > PA6, and the change in filtration flux was exactly the opposite. TiO2@MCC-PA6 was the best composite membrane for three water-oil emulsions with sodium dodecyl sulfate (SDS), and its separation efficiency was over 96%. The water contact angle and underwater oil contact angle of TiO2@MCC-PA6 changed slightly after it was immersed in acidic and alkaline solutions for 36 h. The filtration flux and separation efficiency of TiO2@MCC-PA6 for n-hexane/SDS/water were still above 3100 L·m−2·h−1·bar−1 and 93%, respectively, after 50 cycles.