Methanol (CH3OH) produced by carbon dioxide (CO2) hydrogenation represents a compelling strategy to generate a viable hydrogen (H2) carrier for energy storage and transportation, while mitigating carbon emissions from industry. The CO2 hydrogenation reaction suffers from a lower thermodynamic equilibrium compared to the conventional syngas route to methanol, and as such there is significant recycling of reagents. A membrane reactor (MR) configuration is ideally suited to overcome this equilibrium limitation if the products (CH3OH and H2O) can be selectively removed. However, the presence of H2 require non-porous polymeric membranes to achieve this selectivity, which represents a challenge given the elevated temperatures required for catalyst functionality. Here, three thermally resilient glassy polymeric membranes (two polyimides and polybenzimidazole) were investigated for their permselectivity towards CH3OH and H2O at temperatures from 100 to 200 °C under pressurized conditions. The permeability for both vapours were demonstrated to be solubility dependent for the three membranes over the temperature and activity ranges studied. This enabled all three membranes to demonstrate selectivity for CH3OH and H2O, compared to CO2 and H2, under single and mixed gas conditions. The greatest permeability and selectivity were for H2O in each polymer, due to this vapor's high condensability and small kinetic diameter, with permeability decreasing with temperature. Correspondingly, selectivity against H2 and CO2 decreased with temperature, as these lighter gas' permeability increased with temperature, but selectivity for the vapours was retained. As such, the high fractional free volume polyimide membrane represents the most suitable candidate for a CO2-hydrogenation MR.