In this study, the effect of boehmite nanoparticles on the CO2, CH4, O2, and N2 permeability in polyurethane membranes was investigated. Boehmite nanoparticles were synthesized by the hydrothermal method using the salt of aluminum nitrate Al (NO3)3 and diethanolamine as a precipitating agent. Different temperatures (110, 160, and 200) °C and times (18–24 h) in synthesizing boehmite nanoparticles are also investigated. The characteristics of the synthesized nanoparticles were analyzed with X-ray diffraction (XRD), Field-emission scanning electron microscopy (FESEM), and Transmission electron microscopy (TEM). The analysis results represented that increasing the temperature to 200 °C as well as high duration time at this temperature (24 h) result in nanoparticles with high purity and high crystallinity. Polyurethane was synthesized by bulk two-step polymerization using hexamethylene diisocyanate (HMDI) and 1,4-butanediol (BDO) as hard segments and poly(tetramethylene glycol) (PTMG, 2,000 g/mol) as the soft segment. The synthesized polymer was in a molar ratio: PTMG: HMDI: BDO = 1:3:2. PU membranes and PU-boehmite nanocomposite membranes were prepared using solution casting and solvent evaporation technique. The characteristics of the synthesized nanocomposite membranes were analyzed with Fourier transform infrared spectroscopy (FTIR), X-ray diffraction (XRD), Field-emission scanning electron microscopy (FESEM), and differential scanning calorimetry (DSC). The results of characterization analyses indicated that there is a strong interaction between boehmite nanoparticles and polymer and also the appropriate distribution of boehmite nanoparticles in the prepared samples. Gas permeation properties of polyurethane—boehmite nanocomposite at different boehmite loadings (0, 5, 10, 15, and 20 wt.%) were studied for pure CO2, CH4, O2, and N2 gases at 8 bar and 30 °C. The obtained results indicated that the reduction in permeability of all gases but enhancement in CO2/N2, CO2/CH4, and O2/N2 selectivities were observed as boehmite content increases. In the membrane with 20 wt.% boehmite content, enhancement of CO2/N2 (65.33%) and CO2/CH4 (55.37%) selectivities were observed in comparison with pure polyurethane, while the CO2 permeability reduction of polyurethane–boehmite membranes was 22.08%.