Ultrafiltration separation of aqueous solutions of poly(ethylene glycol)s with molecular weights ranging from 300 to 40 000 Da on the dynamic membrane formed by gelatin have been experimentally studied and theoretically discussed. The membrane was formed on the cellulose acetate ultrafiltration membrane UAM-500 (Vladipor). Dynamic membrane formation causes an essential growing of the retention coefficient of solutes studied. This effect depends on the working pressure and the molecular weight of the compounds being separated. It rises as values of both parameters increase permitting the change of the efficiency of the ultrafiltration separation over sufficiently wide ranges.