Palladium/ceramic membranes were prepared by electroless plating and porous alumina membranes were prepared by the sol-gel process, respectively. Characterization of the membranes showed that they had a high permeability and selectivity to hydrogen. The catalytic components copper and phosphorus were deposited onto the porous alumina membrane by the sol-gel process and thus a catalytic inorganic membrane was prepared. The catalytic dehydrogenation of methanol to formaldehyde was carried out in membrane reactors incorporating the palladium/ceramic membrane, the porous alumina membrane and the catalytic porous membrane, respectively. The yields of formaldehyde increased significantly in these membrane reactors compared with that in the conventional reactor. At moderate reaction conditions, the yield increased by 15% with the palladium/ceramic membrane, 8% with the catalytic porous membrane and 5% with the porous alumina membrane. The properties and characteristics of the three membranes were compared and discussed.