A stainless steel-supported Knudsen membrane (SKM) with remarkably high permeability was successfully synthesized using only 100 nm-sized colloidal silica sol by means of a dipping–rolling–freezing–fast drying (DRFF) and soaking–rolling–freezing–fast drying (SRFF) method. Hydrogen and nitrogen permeances of the SKM were (6.7–8.2) × 10 −6 and (1.8–2.3) × 10 −6 mol m −2 s −1 Pa −1 with a H 2/N 2 permselectivity of 3.5–3.7, which approaches to a theoretical H 2/N 2 selectivity for the Knudsen diffusion mechanism (3.74). In comparison with a typical mesoporous γ-alumina membrane supported on a porous stainless steel or α-alumina substrate, the SKM had 20 and 5.5 times permeance with almost same H 2/N 2 permselectivity, respectively. Generally, mesoporous materials such as γ-alumina and the M41S family with several nm-sized pores are employed to obtain the Knudsen-dominated permeation characteristics. In this case, a decrease in the gas permeance is inevitable due to deposition of a mesoporous skin layer. However, in the case of the SKM, the Knudsen-dominated permselectivity was extraordinarily obtained through modification of porous stainless steel substrates with the colloidal silica particles having relatively large particle size, because a well-densified layer of the 100 nm-sized colloidal silica could be obtained without formation of defects via the freezing procedure. In addition, the large porosity of the 100 nm-sized colloidal silica layer gave rise to the remarkably high gas permeance.