To obtain efficient salt rejection in saline solution treatment, an asymmetric graphene oxide/Al2O3 membrane was prepared by a spin-coating process. According to microstructure measurement, the membrane has a multilayer structure and graphene oxide has been tightly coated on the surface of the Al2O3 membrane interlayer homogeneously. During the treatment of different aqueous salt solutions, the permeation flux and salt rejection of the membrane were investigated. The results show the permeation flux of the membrane is about 1.254 L·m−2·h−1·bar−1 and the salt rejection of the membrane reaches 28.66%, 39.24% and 43.52% for 0.01 mol·L−1 NaCl, Cu(NO3)2 and MgSO4, respectively. The mechanism of the salt rejection of the membrane has been explained in this work. All these results indicate the GO/Al2O3 membrane shows great potential in the desalination field.