A novel gas separation membrane was fabricated from a commercially available polymer of phenolphthalein-based cardo poly (arylene ether ketone) (PEK-C). Thermal treatment was employed to improve the gas permeability and anti-plasticization property of PEK-C polymeric membrane via inducing interchain crosslinking. The changes of chemical structure, thermal crosslinking reaction, interchain distance, gas separation performance and anti-plasticization properties of PEK-C membranes were investigated by the FT-IR, XPS, TG-MS, XRD and gas permeation tests. Results show that the gas separation performance and anti-plasticization properties of PEK-C membranes are significantly enhanced after the thermal crosslinking, which is induced by the decomposition of the lactone rings in cardo moieties and crosslinking with the formation of biphenyl linkages. The dramatic enhancement in gas permeability for the crosslinked membrane is attributed to the enlargement of the interchain distance and free volume cavity, and the great improvement on the anti-plasticization property is due to the formation of a rigid crosslinked network structure. Compared to PEK-C polymeric membrane, the CO2 permeability of the crosslinked membrane increased by more than 110 times with an adequate CO2/CH4 selectivity, especially for the separation of CO2/CH4 mixed gas (50:50 mol%). The CO2 plasticization pressure substantially increased from 2 atm to the highest tested pressure of 30 atm. The gas separation performance of the crosslinked membrane surpassed the 2008 upper bound for CO2/CH4, exhibiting that the thermal crosslinking membrane derived from PEK-C membrane material is an attractive candidate for the natural gas purification.