The permeation properties of a series of membranes of cellulose esters, presenting a wide range of characteristics, were studied and correlated to the structure of water in the pores, to the polymer hydrophilicity/hydrophobicity, and to the morphology of the surface of the active layer. Asymmetric membranes of cellulose acetate, cellulose acetate propionate, and cellulose acetate butyrate were prepared by the phase inversion method and their preferential permeation performance tested. The surface morphology and the structure of the water in the pores of the active layer were studied by atomic force microscopy (AFM) and attenuated total reflectance Fourier transform infrared (ATR-FTIR) spectroscopy, respectively. Results show that higher rejection to NaCl and low fluxes are generally associated with smaller clusters of water in the pores. On the other hand, the surface of the membranes presenting smaller clusters of water in the active layer show generally surfaces with lower roughness as measured by AFM.