Composite membranes of poly(2,6-dimethyl-1,4-phenylene oxide) (PPO) or ethyl cellulose filled with magnetic nanoparticles, that is, ferroferric oxides (Fe3O4) were prepared. These membranes were examined for nitrogen and oxygen permeability. In the case of ethylcellulose membranes the gas flow was too high, since the macropore were formed. In further permeation measurements PPO membranes with 1 to 10 w/w% magnetic particles content were investigated. For the higher concentration of magnetite (more than 20%) in PPO polymer solution sedimentation phenomenon was observed. Mass transport coefficients (permeation and selectivity) were evaluated. Selectivity of the investigated membranes changed with the weight fraction of magnetic particles from oxygen (plain) towards nitrogen (2 and more w/w%).