A significant portion of the protein in food waste will contaminate the water. The chitosan/modified β-cyclodextrin (CS/β-CDP) composite membranes were prepared for the adsorption of bovine serum albumin (BSA) in this work to solve the problem of poor adsorption protein performance and easy disintegration by a pure chitosan membrane. A thorough investigation was conducted into the effects of the preparation conditions (the mass ratio of CS and β-CDP, preparation temperature, and glutaraldehyde addition) and adsorption conditions (temperature and pH) on the created CS/β-CDP composite membrane. The physical and chemical properties of pure CS membrane and CS/β-CDP composite membrane were investigated. The results showed that CS/β-CDP composite membrane has better tensile strength, elongation at break, Young's modulus, contact angle properties, and lower swelling degree. The physicochemical and morphological attributes of composite membranes before and after the adsorption of BSA were characterized by SEM, FT-IR, and XRD. The results showed that the CS/β-CDP composite membrane adsorbed BSA by both physical and chemical mechanisms, and the adsorption isotherm, kinetics, and thermodynamic experiments further confirmed its adsorption mechanism. As a result, the CS/β-CDP composite membrane of absorbing BSA was successfully fabricated, demonstrating the potential application prospect in environmental protection.