The invention relates to a microfiltration and/or ultrafiltration membrane consisting of a polymer having nominal pores of 0.001-10 .mu.m. The special feature of the membranes according to the invention is that the matrix of the membrane incorporates an active adsorbent which is preferably polyvinyl pyrrolidone. Usually the polyvinyl polypyrrolidon is present in the membrane in an amount of 5-90% by weight and preferably in an amount of 30-70% by weight. Preferably the membrane is hydrophilic and is usually asymmetric or is constructed of different layers. The nominal pore size of the membrane is 0N05--5 .mu.m and preferably 0.2-1.0 .mu.m, while the membrane is tubular, flat or capillary. Furthermore, the invention relates to a method of preparation of the membrane and to a method of filtration of undissolved components from a liquid and/or the simultaneous adsorption of dissolved components from the liquid by means of the membrane, the method according to the invention is especially suitable for the removal of components causing turbidity from a liquid, especially beer.