A combined system using nano MgO and nanofiltration (NF) membrane was established to purify polluted water in this experiment. The turbidity, permanganate index, UVA254, colony counts and the concentrations of NO3, NO2, NH4+, Fe, Mn and Mg of the effluents from each unit of this combined system were measured to investigate the pollutant removal of this system. Based on the results obtained, the combined nano MgO–NF system could efficiently remove many kinds of pollutants in this experiment, including organic matter, nitrogen species, heavy metals, suspended solids and bacteria. And the effluents could meet the standard of drinking water. Furthermore, increasing the nano MgO dosage could not elevate the removal ratio of the pollutants, but only increase the Mg content of the effluent. Thus, 0.05 g L−1 of nano MgO may be a suitable dosage for 2,000 L of polluted water treatment. Also, the operating pressure of NF membrane had no significant effect on pollutant removal when the operating pressure of NF membrane was increased from 0.3 to 0.9 MPa.