A new type of deacetylated cellulose acetate (DA)@polydopamine (PDA) composite nanofiber membrane was fabricated by electrospinning and surface modification. The membrane was applied as a highly efficient adsorbent for removing methylene blue (MB) from an aqueous solution. The morphology, surface chemistry, surface wettability, and effects of operating conditions on MB adsorption ability, as well as the equilibrium, kinetics, thermodynamics, and mechanism of adsorption, were systematically studied. The results demonstrated that a uniform PDA coating layer was successfully developed on the surface of DA nanofibers. The adsorption capacity of the DA@PDA nanofiber membrane reached up to 88.2 mg/g at a temperature of 25 °C and a pH of 6.5 after adsorption for 30 h, which is about 8.6 times higher than that of DA nanofibers. The experimental results showed that the adsorption behavior of DA@PDA composite nanofibers followed the Weber's intraparticle diffusion model, pseudo-second-order model, and Langmuir isothermal model. A thermodynamic analysis indicated that endothermic, spontaneous, and physisorption processes occurred. Based on the experimental results, the adsorption mechanism of DA@PDA composite nanofibers was also demonstrated.