In this study, a new hydrogel composite nanofiltration (NF) membrane was developed using a coating-crosslinking method with polyvinyl alcohol (PVA) and sodium alginate (SA) as the hydrogel coatings on a porous polyvinylidene fluoride (PVDF) substrate. The experimental findings demonstrated that the SA-PVA-PVDF hydrogel composite NF membrane exhibited excellent separation performance and good hydrophilicity. The optimum preparation conditions for the SA-PVA-PVDF hydrogel composite NF membrane included a 30-min coating period, the use of CaCl2 as the preferred crosslinker, and a balanced ratio of SA to PVA at 1:1. The water flux of the hydrogel NF membrane was 54.6 L/(m2ˑh), with retention rates for Methylene blue, Congo red, and Coomassie brilliant blue at 91.4%, 95.6%, and 97.7%, respectively. In this paper, the preparation of high-performance calcium alginate hydrogel composite nanofiltration membrane will be helpful to develop a generation of composite membranes for dyeing wastewater separation.