Delivering protein chemotherapeutics into cancer cells is a challenge. Fusing the protein to an arginine-rich cell-penetrating peptide offers a possible solution. The goal of this work was to develop an affinity membrane for the purification of Arg-rich fusion proteins via capture chromatography. Membranes were prepared by grafting polymers bearing diethyl-4-aminobenzyl phosphonate (D4ABP) ligands from macroporous membrane supports. Incorporation of D4ABP was studied by infrared spectroscopy and energy dispersive spectroscopy. Protein-binding capacities of 3 mg lysozyme/mL were measured. While further studies are required to evaluate binding kinetics and Arg-selectivity, achieving higher protein-binding capacity is needed before investment in such studies.