The protein fouling of membranes can be related to the hydrophobic and electrostatic interactions between proteins and the membrane material; i.e., protein fouling can be reduced by changing the membrane properties. In this study, multi-walled carbon nanotube/polyethersulfone (C/P) composite membranes were prepared via the phase inversion method in order to investigate protein fouling, with bovine serum albumin (BSA) and ovalbumin (OVA) used as the model protein for assessing the protein fouling behavior. The results show that the C/P composite membranes were fouled less compared to the bare polyethersulfone (PES) membrane at 4 h of static protein adsorption at neutral pH. Moreover, the irreversible fouling ratio of the C/P composite membranes was less than the bare PES membrane after 1 h of protein ultrafiltration, and the flux recovery ratio of the C/P composite membranes was higher than the bare PES membrane after 20 min of DI water filtration. Based on these results, C/P composite membranes were shown to have the potential to alleviate the effects of protein fouling, thereby enabling C/P composite membranes to be used for several runs of protein filtration after simple washing with water.