We developed palladium nanoparticles (Pd NPs)-loaded membrane with a 3D-continuous nanoporous structure. This structure was achieved by blending the cross-linked polyurea network (UN) sol with poly(ethylene glycol) (PEG), followed by solvent evaporation. Removal of the polymer component from the PEG/UN blends resulted in a 3D-continuous nanoporous membrane, where the skeleton and porous channel coexisted together continuously on the nanoscale, with the pore surface coated with PEG brushes bound to the UN domain. Within these 3D nanoporous channels, reduction of the Pd precursor along the PEG-coated pore surface produced ultrafine Pd NPs (1~2 nm in diameter) with their number density adjustable by varying metal precursor concentrations. The resulting Pd-loaded nanoporous membrane catalysts were tested in liquid-phase selective alkyne hydrogenation, showing high catalytic selectivity for desired alkene products.