Membrane fouling is a serious handicap of membrane-based separation, as it reduces permeation flux and hence increases operational and maintenance expenses. Polyurethane-paraffin wax (PU/PW) nanocapsules were integrated into the polyethersulfone membrane to manufacture a composite membrane with higher antifouling and permeability performance against humic acid (HA) and bovine serum albumin (BSA) foulants. All manufactured membranes were characterized by scanning electron microscopy (SEM), scanning electron microscopy-energy dispersive spectrometry (SEM-EDS), and contact angle. The contact angle of the pristine polyethersulfone (PES) membrane was measured 73.40 ± 1.32. With the embedding of nanocapsules, the contact angle decreased to 64.55 ± 1.23 for PES/PU/PW 2.0 wt%, and the pure water flux of all composite membranes increased when compared to pristine PES. The pristine PES membrane also has shown the lowest steady-state fluxes at 45.84 and 46.59 L/m2h for BSA and HA, respectively. With the increase of PU/PW nanocapsule ratio from 0.5 to 1.0 wt%, steady-state fluxes increased from 51.96 to 71.61 and from 67.87 to 98.73 L/m2h, respectively, for BSA and HA. The results depicted that BSA and HA rejection efficiencies of PU/PW nanocapsules blended PES membranes increased when compared to pristine PES membranes.