For industrial purposes and current challenges facing the world, the selective separation of oxygen and nitrogen gases from the air by polymer mixed matrix membranes is crucial. Due to the diamagnetic nature of water molecules used in the fabrication of the polymer membranes, the magnetic field (H) may affect the resulting separation performance. Here, using a simultaneous co-casting method, empty and superparamagnetic Fe3O4 nanoparticle-filled double-layer polyethersulfone (PES)/Pebax®1657 mixed matrix membranes are fabricated under different external magnetic field intensities in the range of H = 0–5000 Oe. The O2 and N2 permeances of the PES/Pebax® membranes are found to increase with increasing the magnetic field intensity, arising from an enhancement in the polymer chain mobility. The Fe3O4 nanoparticles form thick root-like superparamagnetic channels on the double-layer PES/Pebax® surface at a magnetic field intensity of 4000 Oe, resulting in an O2/ N2 ideal selectivity of 3.59 at a feed gas pressure of 10 bar. This indicates an improvement of 40% in the selectivity compared to a single-layer Pebax® membrane filled with Fe3O4 nanoparticles.