The invention relates to a hollow MOF-loaded graphene oxide composite membrane as well as a preparation method and application thereof. The preparation method comprises the following steps: dispersingmetal organic framework particles MOFs in water to obtain a metal organic framework aqueous solution with the concentration of 0.5-20 mg/mL; then mixing the aqueous solution with a tannic acid aqueous solution having a concentration of 1-10 mg/mL, stirring and reacting the mixture for 3-120 minutes, and then performing centrifugal separation to obtain a precipitate that is etched hollow MOFs (eMOFs); dispersing graphene oxide in water to obtain a graphene oxide aqueous solution with the concentration of 0.02-1 g/L, and fully stirring the mixture under ultrasonic condition; adding the eMOFs into the graphene oxide aqueous solution to obtain a mixed solution; carrying out suction filtration on a polymer base membrane; drying in a drying oven for 5-10 minutes; and then airing the product inair to obtain the hollow MOF-loaded graphene oxide composite membrane, which can be applied to salt or dye separation. The preparation method is simple and easy to amplify, the nanofiltration performance of the obtained membrane is greatly improved, and the membrane has huge application potential.