This study used polyacrylonitrile (PAN) and heat-treated polyacrylonitrile (H-PAN) membranes to enrich nutmeg essential oils, which have more complex compositions compared with common oils. The oil rejection rate of the H-PAN membrane was higher than that of the PAN membrane for different oil concentrations of nutmeg essential oil-in-water emulsions. After heat treatment, the H-PAN membrane showed a smaller pore size, narrower pore size distribution, a rougher surface, higher hydrophilicity, and higher oleophobicity. According to the GC-MS results, the similarities of the essential oils enriched by the PAN and H-PAN membranes to those obtained by steam distillation (SD) were 0.988 and 0.990, respectively. In addition, these two membranes also exhibited higher essential oil rejection for Bupleuri Radix, Magnolia Officinalis Cortex, Caryophylli Flos, and Cinnamomi Cortex essential oil-in-water emulsions. This work could provide a reference for membrane technology for the non-destructive separation of oil with complex components from oil-in-water emulsions.