Motivated by the design of high-performance membranes for helium (He) separation, the He separation properties of the C9N4 membrane was systemically investigated via the combination of first-principles methods and molecular dynamics simulations. The gases (He, Ne, Ar, N2, O2, CO, CO2, and CH4) are all weakly physisorbed on the C9N4 membrane. The diffusion energy barrier for He is just 0.07 eV, but that of Ne, Ar, N2, O2, CO, CO2, and CH4 molecules is 0.14, 0.87, 0.55, 0.27, 0.44, 0.65, and 1.45 eV, respectively. The C9N4 monolayer exhibits ultra-high He selectivity relative to other gases in a wide temperature range. The He permeance of the C9N4 membrane is 1.5 × 10−3 mol·s−1·m−2·Pa−1 at room temperature, which is much higher than the acceptance value of industrial production standard. In addition, MD simulations reveal that the He separation process should be operated below 500 K so that can obtain the ultra-highly purified He gas via the C9N4 membrane. It thus shows that the C9N4 membrane has excellently high selectivity and permeance for He separation, and it is hopefully inspired experimentalists to realize the promising He separation membrane based on the C9N4 monolayer.