The winemaking process generates a large amount of residues such as vine shots, stalks, grape pomace, and wine lees, which were only recently considered for exploitation of their valuable compounds. The purpose of this work was to investigate the performance of nanofiltration for the recovery of phenolic compounds, with bioactive capacity like antioxidant, from red grape pomace extract. Four membranes were compared in this study—three cellulose acetate (CA series: lab-prepared by phase inversion) and one commercial (NF90). All membranes were characterized for their hydraulic permeability and rejection coefficients to reference solutes like saccharose, glucose, raffinose, polyethylene glycol, sodium chloride, and sodium sulfate. Permeation flowrates and rejection coefficients towards total phenolics content, antioxidant activity, proanthocyanidins, glucose and fructose were measured in the nanofiltration of grape pomace extract using selected operating conditions. Among the investigated membranes, the CA400-22 exhibited the highest permeate flux (50.58 L/m2 h at 20 bar and 25 °C), low fouling index (of about 23%), the lowest rejection coefficients towards the reference solutes and the best performance in terms of separation between sugars and phenolic compounds. Indeed, the observed rejections for glucose and fructose were 19% and 12%, respectively. On the other hand, total phenolics content and proanthocyanidins were rejected for 73% and 92%, respectively.