We proposed a method for the preparation of novel poly(vinylidene fluoride) (PVDF) membranes with self-assembled 1,3:2,4-di(3,4-dimethylbenzylidene) sorbitol (DMDBS). The vapor-induced phase separation (VIPS) method with a dry/wet process was used to produce DMDBS/PVDF composite membranes. The resulting membranes exhibited the coexistence of PVDF cellular pores and crystalline particles. The DMDBS molecules self-assembled into nanofibril structures, and a large number of nanofibrils were found on the surfaces and in the cross-sections of the prepared membranes. The DMDBS nanofibril networks in the PVDF matrix acted as reinforcing materials that enhance the hardness and stiffness of the membranes. Moreover, because of the entangled DMDBS networks, a greater strain was required to induce sample failure; therefore, the ductility of the membranes increased with increasing amounts of DMDBS. In addition, in a membrane distillation process, our composite membranes exhibited a good permeate flux that was comparable to that of commercial PVDF membranes.