In this study, novel cellulose/polyvinyl alcohol (PVA) composite hydrogel membranes were prepared by means of immersion-precipitation phase transformation, using the ionic liquid 1-butyl-3-methylimidazolium acetate ([C₄mim]⁺Ac⁻) as a solvent. The cellulose/PVA composites were characterized by UV-visible light absorption spectroscopy (UV), Fourier transform infrared spectroscopy (FT-IR), thermogravimetric analysis (TGA), X-ray diffraction measurements (XRD) and scanning electron microscopy (SEM). The results revealed that a novel compact dual-network structure was formed between the cross-linked cellulose network and PVA. With an increase of cellulose in the composites, the tensile strengths of the composite hydrogel membranes were greatly increased as expected. As PVA was added, the swelling and water-absorbing properties of the cellulose/PVA hydrogels were significantly improved. In addition, the possible formation mechanism of the composite hydrogel was also discussed. It is believed that this is an effective method to prepare novel composite hydrogel materials.