The supported membranes of Al2O3 and its modification membranes were prepared. Al2O3, Al2O3-SiO2-TiO2 and Al2O3-SiO2-TiO2-ZrO2 membranes were manufatured by the slip-casting process using mixing boehmite, silicate, titania and zirconia sols under proper conditions, then the composite membrane was prepared. The structure and characteristics of the membrane were determined by XRD, SEM and AFM measurement. The conditions of preparation of the membrane are discussed. The thickness of the layer is about 1–2 μm, the diameter of an average pore is 200–300 nm and has a narrow pore distribution without crack forming. By changing the ratios of Al∶Si∶Ti∶Zr (mol), variations of surface pore size of Al2O3-SiO2-TiO2-ZrO2 membrane can be gained.