In this pilot study, the performance of an “ultrafiltration (UF) + nanofiltration (NF)” advanced treatment process in improving drinking water quality was investigated. The membrane performance and effluent qualities of three commercial NF membranes (Dow Filmtec NF270-400, VONTRON TAPU-LS, and GE Osmonics-HL8040F 400) were evaluated, and the reasons for the difference in effluent quality of these three NF membranes were analyzed. The results showed that UF as a pretreatment process could provide NF with stable and qualified influent. After passing through the UF unit, the turbidity of raw water decreased by 88.6%, and the SDI value was less than 3. Due to the small pore size of NF membranes, organics and polyvalent ions in raw water were further removed. With a water recovery of 90%, the conductivity, chemical oxygen demand (CODMn), and hardness of NF effluent are significantly improved. The three commercial NF membranes showed different performance advantages. Among them, Dow Filmtec NF270-400 had the best desalting performance, VONTRON TAPU-LS had the highest retention rate of organic matter, and GE Osmonics-HL8040F 400 had significantly advanced softening performance. Thanks to the combination of the UF membrane and NF membrane, membrane fouling was effectively inhibited, and drug consumption was within an acceptable range. The operation costs of these three NF membranes were 0.165, 0.179, and 0.171 USD per ton of produced water, respectively. The results showed that the UF + NF process is an ideal technology for advanced treatment in water plants.