This work presents a modified polyvinylidene fluoride (PVDF) ultrafiltration membrane blended with graphene oxide-polyvinyl alcohol-sodium alginate (GO-PVA-NaAlg) hydrogel (HG) and polyvinylpyrrolidone (PVP) prepared by the immersion precipitation induced phase inversion approach. Characteristics of the membranes with different HG and PVP concentrations were analyzed by field emission scanning electron microscopy (FESEM), Atomic force microscopy (AFM), contact angle measurement (CA), and Attenuated total reflectance Fourier transform infrared spectroscopy (ATR-FTIR). The FESEM images showed an asymmetric structure of the fabricated membranes, and possessing a thin dense layer over the top and a layer finger-like. With increasing HG content, membrane surface roughness increases so that highest surface roughness for the membrane containing 1wt% HG is with a Ra value of 281.4 nm. Also, the contact angle of the membrane reaches from 82.5° in bare PVDF membrane to 65.1° in the membrane containing 1wt% HG. The influences of adding HG and PVP to the casting solution on pure water flux (PWF), hydrophilicity, anti-fouling ability, and dye rejection efficiency were evaluated. The highest water flux reached 103.2 L/m2h at 3 bar for the modified PVDF membranes containing 0.3 wt% HG and 1.0wt% PVP. This membrane exhibited a rejection efficiency of higher than 92%, 95%, and 98% for Methyl Orange (MO), Conge Red (CR), and Bovine Serum Albumin (BSA), respectively. All nanocomposite membranes possessed a flux recovery ratio (FRR) higher than bare PVDF membranes, and the best anti-fouling performance of 90.1% was relevant to the membrane containing 0.3 wt% HG. The improved filtration performance of the HG-modified membranes was due to the enhanced hydrophilicity, porosity, mean pore size, and surface roughness after introducing HG.