The claim that quality of membrane fabrication is based on surface smoothness of substrate has been known since the 1960s. In this study, we propose a concept based on the interfacial interaction between the carbon molecular sieving (CMS) selective layer and the Al2O3 substrate to understand the development of the CMS membrane's micro-structure at the molecular level, especially for natural gas purification. We further compare the results with those of our previous work to determine the dominant influence on the structural development of CMS membranes, and discover a remarkable enhancement in H-2/CH4 and CO2/CH4 gas pair separation performances that surpass the upper limit for polymer membranes proposed by Robeson. Permselectivity performance was found to be strongly related to substrate properties, and especially to the surface roughness. When TiO2 intermediately layer and polishing technology was used to modify the roughness of the substrate, the supported CMS membrane displayed an improvement of 364% and 144% (or 720.1 +/- 16.0 and 86.3 +/- 5.1) in H-2/CH4 and CO2/CH4 selectivities, respectively, when compared to bare alumina-supported membranes prepared under the same conditions; the H-2 permeability also increased from 537.5 to 566.1 Barrer. These results indicated an important connection between the substrate structure and the performance of the CMS membranes, providing a new understanding of the influence of each preparation parameter and a route to tailoring the structure of CMS membranes that benefit gas separation applications.