A pellicle assembly includes a pellicle membrane with a nanotube layer formed from nanotubes having a minimum length of 1,000 μm. The pellicle membrane can be formed with multiple layers and has a combination of high transmittance, low deflection, and small pore size. A conformal coating may applied to an outer surface of the pellicle membrane. The conformal coating is intended to protect the pellicle membrane from damage that can occur due to heat and hydrogen plasma created during EUV exposure.