The effects of thermal history, such as cooling rate and quench temperature, on membrane structure were investigated in the formation of anisotropic and asymmetric membranes via thermally induced phase separation. A polymer concentration gradient was produced by evaporating the diluent from the top surface of an isotactic polypropylene-diphenyl ether melt-blend before cooling to induce phase separation. The quench temperature and the quench medium (that is, air or water) were used to influence the cell size and the diameter of crystallized spherulites. The membrane structures are discussed in terms of the calculated polymer volume fraction as a function of position from the top to bottom surfaces. To superimpose a cooling rate gradient on the polymer concentration gradient, one side of the sample was immersed in ice water after the evaporation. This combined use of a thermal gradient and concentration gradient produced pronounced asymmetric structures with a skin layer at the top surface.