It is important to design gas separation membrane from natural resources such as clay and cellulose. In this work, natural clay attapulgite (ATP) nanorods were integrated into cellulose nanofibers (CNFs) to fabricate organic/inorganic composite membranes. The microporous ATP nanorods were well-dispersed in the CNF suspension owing to the sufficient electrostatic repulsion. The ATP@CNF thin layer was deposited on the porous Nylon support via a simple vacuum filtration process. Such prepared ATP@CNF membranes were effective for CO2/N2 separation as the non-selective interfacial voids/defects formed by ATP nanorods were successfully sealed by the flexible CNF chains. With an ATP loading of ca. 50.0 wt%, the optimal AC-2 membrane presented a CO2 permeability of 65.5 Barrer with a CO2/N2 ideal selectivity of 43.7. The separation mechanism was mainly attributed to the molecular-sieving ability of porous ATP nanorods and gas barrier property of CNFs. This study provided a novel route for the design of all-natural separation membranes by interfacial engineering routes.