Selective filtration of dyes and inorganic salts is a challenge for the treatment of textile wastewater containing high salt contents. In this study, selective separation performance of PI/SiO2 nanofiltration (NF) membrane for dye/inorganic salt mixtures was substantially improved through directional modulation of its thermal treatment parameters after phase inversion. After thermal modification, the pore size, porosity and roughness were reduced, and the mechanical strength was improved. The PI/SiO2 membrane under optimized thermally-modified conditions (M6, heat treatment conditions: 50 °C for 8 min) possessed high porosity of 79.95%. Besides, the thermally-modified PI/SiO2 membrane revealed high water permeance of 152.87 L m−2 h−1·bar−1 with efficient rejection performance for a variety of typical dyes. In single dye filtration tests, the thermally-modified PI/SiO2 membrane displayed high rejection (>90%) for Coomassie Brilliant Blue (CBB), Congo Red (CR), Trypan Blue (TB) and Direct Black 38 (DB 38), and exhibited excellent permeance (84.21–133.76 L m−2 h−1·bar−1). In addition, the thermally-modified PI/SiO2 membrane could selectively separate dyes and inorganic salts. The membrane exhibited high dye rejection (>90%) and low inorganic salt rejection (<10%) for the filtration tests of CR + NaCl/Na2SO4 and CBB + NaCl/Na2SO4 mixed solutions (2 g L−1). In particular, the permeances of the thermally-modified PI/SiO2 membrane (89.45–130.21 L m−2 h−1·bar−1) were higher than those of many contemporary NF membranes used for the same type of dye/inorganic salt separation. In conclusion, the present study presents a simple, inexpensive and effective thermal modification means, which shows great promise in the selective filtration of industrial dye wastewater. Display omitted •Heat treatment parameters of PI/SiO2 membranes after phase inversion were optimized.•Thermal modification reduced the roughness, pore size and porosity of the membranes.•The thermally modified membrane exhibited high permeance and rejection of four dyes.•The thermally modified membrane can selectively separate dye and inorganic salt.•The thermally modified membrane showed high permeance for dye/salt separation.