Rapid growth in environmental awareness raised the strict regulations on air pollution control and led to great developments in air filtration or cleaning technologies. The membrane is one of the promising technologies for air filtration due to its high efficiency, low cost, and easy to scale-up. Two types of air filtration membranes have been used to provide high efficiencies in contaminant removal, namely electro-spun fibrous and microporous polymeric membranes. The fibrous membranes composed of randomly oriented fibers, either micro-or nano-fiber, and have been widely used to remove fine particles, such as aerosols. Meanwhile, the microporous membranes have a pore size that can remove both particulate and molecular, such as toxic gases. This paper reviews the role of membrane technologies in air pollution control. The performances of the membranes are presented comprehensively. Besides, the developments of the membranes to improve the filtration efficiency and reduce air-flow resistance are also discussed.