The membrane dehumidification technology has great energy-saving potential compared to traditional methods. However, the design of composite membrane depends mostly on trial tests. To understand the mechanisms dominating material properties and quantitatively predict the air dehumidification performance of the composite membranes in practical applications, various models combined with different polymeric materials and porous support membranes were developed and investigated by using grand canonical Monte Carlo (GCMC) and Molecular dynamics (MD) simulation methods. The interfacial interactions between the selective layer and the support membrane were analyzed in detail to explore the interface stability and compatibility of various composite membranes. The physical characteristics (density, fractional free volume, solubility parameter and cohesive energy density) and transport properties (solubility, diffusivity, permeability and selectivity) of various composite membranes were parametrically evaluated. The polydimethylsiloxane (PDMS) composite membranes exhibited stronger interfacial interaction in comparison to the PVA composite membranes. The hydrophilicity and polarity of polyvinyl alcohol (PVA) polymer resulted in a stronger interaction between the gas molecules and the PVA membrane. According to the solution–diffusion mechanism, the PVA-PVDF membrane presented the optimal H2O permeability of 3121.38 Barrer among all composite membranes. Generally, polyvinylidene fluoride (PVDF) or polyacrylonitrile (PAN) as the materials of support membrane had good fiber forming characteristics and low gas diffusion resistance, which significantly affects the performance of selective layers. The microscopic mechanisms revealed in this work would lay a solid theoretical foundation for the design of high performance composite membrane for air dehumidification.