Novel porous and dense membranes based on polysulfone (PSF) modified by poly(ethylene glycol)–b–poly(propylene glycol)–b– poly(ethylene glycol) (Pluronic F127) were developed. The influence of Pluronic F127 introduction to the casting solution on different types of polymer membrane formation via two different phase inversion techniques—non-solvent induced phase separation (NIPS) for porous membranes and evaporation induced phase separation (EIPS) for dense membranes—was investigated. According to the triangular phase diagram obtained, PSF-Pluronic F127-N,N-dimethylacetamide (DMAc) systems feature lower critical solution temperature and have a tendency to micelle formation due to Pluronic F127 self-assembly. The structure, hydrophilic-hydrophobic balance and physicochemical properties of PSF-Pluronic F127 membranes were characterized by water contact angle measurements, scanning electron microscopy, nuclear magnetic resonance, small-angle X-ray scattering, and atomic force microscopy. The performance of dense membranes in pervaporation separation of water-ethyl acetate mixtures was investigated to reveal the effect of Pluronic F127 on the structure and free volume of the PSF-Pluronic F127 membranes. It was shown that Pluronic F127 introduction to the casting solution during membrane formation via two different techniques (NIPS and EIPS) leads to the increase in the pore size of the porous membranes and free volume of the dense membranes, as well as the increase in flux and surface hydrophilicity for both membrane types. Pluronic F127 was found to improve the antifouling performance of porous PSF-Pluronic F127 membranes in the BSA solution ultrafiltration. The introduction of 3 wt% Pluronic F127 into dense PSF membrane improved permeation flux in 1.7 and 2.7 times (15.1 and 27.3 g/(m2h)) at high selectivity level (100 wt% water in the permeate) during the separation of ethyl acetate-water mixtures (2 and 4 wt% ethyl acetate) compared to pristine PSF membrane.