Porous alumina membrane with asymmetrical structure was prepared by anodic oxidation under constant DC current mode in aqueous solution of sulfuric acid. In order to produce membrane with improved properties, the aluminium plate was pre-treated with thermal oxidation, chemical polishing and electrochemical polishing before anodic oxidation. The thickness and pore diameter of the membrane were controlled by current density and charge density, respectively. The upper layer of 20 nm under of pore diameter was produced under very low current density while the lower layer of 36 nm pore diameter was produced under higher current density. The thickness of the membrane was about 80∼90 μm and that of the upper layer was 6 μm. We found that the mechanism of gas permeation through the membrane depended on Knudsen diffusion.