Thermal annealing is one of the feasible approaches to alter the molecular structure and enhance the gas separation performance of polyimide membranes for natural gas purification. In this study, annealing in air and incorporating beta-CD and beta-CD-ferrocene are employed to change the molecular structure and improve the CO2/CH4 gas pair separation and stability of polyimide membranes. A 55% increment in CO2/CH4 selectivity at the expense of permeability are observed for the PI membrane annealed under air at 400 degrees C compared to the as cast membrane. A further twofold improvement in the permeability of the beta-CD containing membrane annealed under air at 400 degrees C is achieved. The CO2/CH4 selectivity also increases by 20%. With the inclusion of ferrocene, the membrane exhibits a decline in permeability with an improvement of CO2/CH4 selectivity to 47.3 when annealed in air at 400 degrees C. The structural changes are elucidated by characterization techniques (TGA, XPS and gel content). The annealed membranes in air have shown improved resistance to CO2 plasticization and exhibit good mechanical strength. When subjected to a binary CO2/CH4 gas mixture, the gas separation performance remains almost, unchanged compared to the pure gas tests. Membranes with high stability under binary gas tests, resistance to CO2 plasticization and strong mechanical strength are developed. (C) 2013 Elsevier Ltd. All rights reserved.