Membrane technology contributes significantly in a large number of energy- and environment-related fields in a clean and efficient way. It remains a challenge to develop advanced membranes with simultaneously high flux and sharp selectivity. Such membranes require thin selective layer, high porosity, and strong hyrophilicity. A promising strategy to fabricate such membranes is to build an integral selective layer of nanofibers on macroporous supports. We reported an extremely simple method to produce uniform nanofibers with diameters of <30 nm simply by directly dissolving block copolymers of polystyrene-block-poly(4-pyridine) (PS-b-P4VP) with long, glassy PS blocks in polar solvent. The fibers were cylindrical micelles with PS cores covered by P4VP coronae formed through a heating-enabled micellization process. We deposited the fibers on the surface of macroporous supports by vacuum filtration to fabricate composite membranes. The gaps between fibers served as mesh pores with effective sizes down to several nanometers. Distinguished from other types of nanofibers, the micellar fibers had a P4VP-covered surface, which not only enhanced the adhesion between fibers, but also offered a stimuli-responsive function to the membrane. The fiber layers could be tuned very thin of ~ 270 nm or even thinner but mechanically stable, which exhibited a water flux as high as 940 L/(m2˙hr˙bar) at a ~ 100% rejection to bovine serum albumin. The fiber membrane displays an energy-saving characteristic as it provides high flux under low pressures compared with commercial ultrafiltration (UF) membranes. For example, it produces an over 10 times larger flux than commercial UF membranes. The membranes are promising in removing particulate contaminants from water as demonstrated by their excellent concentration capability of 5 nm-gold colloidal nanoparticles.