A graphene oxide (GO) membrane is promising for molecule separation. However, it is still a big challenge to achieve highly stable pristine GO membranes, especially in water. In this work, an ultrathin and robust GO membrane is assembled via the cross-flow method. The as-prepared 12 nm thick GO membrane (GOCF membrane) presents high stability with water permeance of 1505 ± 65 litres per hour per square meter per bar (LHM bar-1) and Evans Blue (EB) rejection of 98.7 ± 0.4%, 21-fold enhancement in water permeance compared with that of a pristine GO membrane (50-70 LHM bar-1) and 100 times higher than that of commercial ultrafiltration membranes (15 LHM.bar-1, GE2540F30, MWCO 1000, GE Co., Ltd) with similar rejection. Attributed to the surface cross-flow, the GO nanosheets will be refolded, crumpled, or wrinkled, resulting in a very strong inter-locking structure among the GO membrane, which significantly enhances the stability and facilitates their separation performance. This cross-flow assembling technique is also easily extended to assemble GO membranes onto other various backing filter supports. Based on the Donnan effect and size sieving mechanism, selective membrane separation of dyes with a similar molecular structure from their mixture (such as Rhodamine B (RhB) and Rose Bengal, and RhB and EB) are achieved with a selectivity of 133 ± 10 and 227 ± 15, respectively. Assembly of this ultrathin GO membrane with high stability and separation performance, via a simple cross-flow method, shows great potential for water purification.