In recent years, numerous studies have been conducted to develop biopolymer-based membranes, highlighting the challenges to prepare porous structures with control porosity. In this paper an innovative method that relies on the generation of Pickering emulsions was developed to prepare porous membranes from gelatin for filtration purpose. Hexagonal boron nitride nanosheets (h-BNNS) were used to stabilize micro-droplets of castor oil in a continuous homogeneous gelatin solution. Two steps in the membrane preparation process strongly influenced the porous structure. Specifically, the duration of the drying time after emulsion casting and the duration of the cross-linking step affected membrane pore size, hydrophobicity, water swelling, and water permeability. By controlling these two steps, membranes could be designed with pore size between 0.39 and 1.60 μm and display pure water permeability between 150 and 506 L h−1 m−2 bar−1. These membranes have been tested for complexation–ultrafiltration experiments in which iron ions were removed from aqueous solutions with/without poly (acrylic acid) (PAA). Without PAA, the removal of free iron (II) ions was low (not more than 14%). The addition of PAA (200 ppm) allowed obtaining high removal rates (97%) at pH ≥ 5 with 3 bars of transmembrane pressure.