Molecular imprinting technique is an efficient method to improve the selective adsorption capacity for the target pollutant. In this study, sodium alginate/polyethylene oxide molecularly imprinted nanofibrous membrane (SA/PEO-MINM) with average diameter of 185 ± 20 nm was successfully synthesized by electrospinning for selective adsorption of methylene blue (MB). Benefiting from the molecular imprinted technology, the adsorption amount of SA/PEO-MINM for MB was increased by about 65%, significantly higher than the non-imprinted membrane. Results showed that the adsorption equilibrium could be well fitted with Langmuir isotherm model and the maximum adsorption capacity towards MB was 3186.7 mg/g. Kinetic experiments well complied with the Pseudo second order model. Reusability studies indicated that the removal efficiency of MB could maintain 93% of the original adsorption capacity after four consecutive adsorption/desorption cycles. More importantly, the SA/PEO-MINM with high surface area and specific adsorption recognition sites showed excellent selective adsorption capacity in the adsorption experiment of MB and methylene orange mixed dye solution. In general, the SA/PEO-MINM can be successfully applied for the selective removal of MB from dye wastewater.