Constructing efficient and continuous transport pathways in membranes is a promising and challenging way to achieve the desired performance in the pervaporation process. The incorporation of various metal–organic frameworks (MOFs) into polymer membranes provided selective and fast transport channels and enhanced the separation performance of polymeric membranes. Particle size and surface properties are strongly related to the random distribution and possible agglomeration of MOFs particles, which may lead to poor connectivity between adjacent MOFs-based nanoparticles and result in low-efficiency molecular transport in the membrane. In this work, ZIF−8 particles with different particle sizes were physically filled into PEG to fabricate mixed matrix membranes (MMMs) for desulfurization via pervaporation. The micro-structures and physi-/chemical properties of different ZIF−8 particles, along with their corresponding MMMs, were systematically characterized by SEM, FT-IR, XRD, BET, etc. It was found that ZIF−8 with different particle sizes showed similar crystalline structures and surface areas, while larger ZIF−8 particles possessed more micro-pores and fewer meso-/macro-pores than did the smaller particles. ZIF−8 showed preferential adsorption for thiophene rather than n−heptane molecules, and the diffusion coefficient of thiophene was larger than that of thiophene in ZIF−8, based on molecular simulation. PEG MMMs with larger ZIF−8 particles showed a higher sulfur enrichment factor, but a lower permeation flux than that found with smaller particles. This might be ascribed to the fact that larger ZIF−8 particles provided more and longer selective transport channels in one single particle. Moreover, the number of ZIF−8−L particles in MMMs was smaller than the number of smaller ones with the same particle loading, which might weaken the connectivity between adjacent ZIF−8−L nanoparticles and result in low-efficiency molecular transport in the membrane. Moreover, the surface area available for mass transport was smaller for MMMs with ZIF−8−L particles due to the smaller specific surface area of the ZIF−8−L particles, which might also result in lower permeability in ZIF−8−L/PEG MMMs. The ZIF−8−L/PEG MMMs exhibited enhanced pervaporation performance, with a sulfur enrichment factor of 22.5 and a permeation flux of 183.2 g/(m−2·h−1), increasing by 57% and 389% compared with the results for pure PEG membrane, respectively. The effects of ZIF−8 loading, feed temperature, and concentration on desulfurization performance were also studied. This work might provide some new insights into the effect of particle size on desulfurization performance and the transport mechanism in MMMs.