The invention discloses a nanofiltration membrane, a preparation method and application thereof. The nanofiltration membrane comprises a support bottom membrane and an active separation layer arrangedon the support bottom membrane, wherein the active separation layer has an interpenetrating network structure, and the interpenetrating network structure is mainly formed by interpenetrating polyamide formed by an interfacial polycondensation reaction of a polyethyleneimine monomer and an acyl chloride monomer with ultrafine nanofibers. The preparation method comprises the following steps: arranging an ultrafine nano-fiber layer on a micro-filtration membrane to prepare an ultrafine nano-fiber / micro-filtration membrane composite substrate; and carrying out an interfacial polycondensation reaction on a polyethyleneimine monomer and an acyl chloride monomer on the surface of the superfine nanofiber / micro-filtration membrane composite substrate, and carrying out heat treatment to obtain thenano-filtration membrane. The preparation method of the nanofiltration membrane is simple, and the obtained nanofiltration membrane has high flux and high salt rejection performance, so that the desalination energy consumption cost is reduced, and the nanofiltration membrane has a wide application prospect in the aspects of seawater desalination pretreatment, water softening and the like.