Tackling membrane wetting is an ongoing challenge for large-scale applications of membrane distillation (MD). Herein, composite Janus MD membranes comprising an ultrathin dense hydrophilic layer are developed by layer-by-layer assembling cationic polyethyleneimine and anionic poly(sodium 4-styrenesulfonate) polyelectrolytes on a hydrophobic polyvinylidene fluoride substrate. Using surfactant-containing saline water as the feed with low surface tension, experiments reveal that the number of polyelectrolyte layers, rather than surface wettability or surface charge, determines the anti-wetting performance of the composite Janus membranes. More deposited layers yield higher wetting resistance. With the aid of positron annihilation spectroscopy, this study, for the first time, demonstrates the origin of the excellent wetting resistance of the composite Janus membranes. The effective pore size of the polyelectrolyte multilayer decreases with an increase in the number of the deposited layer. The membrane with an ultrathin hydrophilic multilayer of 48 nm has a sufficiently small pore size to sieve out surfactant molecules from the feed solution via a size exclusion mechanism, thus protecting the hydrophobic substrate from being wetted by the low-surface-tension feed water. This study may pave the way for developing next-generation anti-wetting Janus membranes for robust membrane distillation.