Zr-based (Zr55Cu29Al11Ni5.0) thin-film metallic glass (TFMG) is a new material for gas separation membrane. In this study, we fabricated Zr-based TFMG/polyacrylonitrile (PAN) composite membranes via RF sputtering deposition. The surface morphology, crystallinity, and thermal stability of uncoated and TFMG-coated membranes were then characterized. Variable monoenergy slow positron beam analysis revealed a strong correlation between the pore size and thickness of the TFMG active layers. The resulting membranes were more permeable to N2 than to CO2 or O2 due to weaker interactions with the pore walls and faster diffusion. The best N2 performance was 4288 GPU with ideal selectivity of 1.81 for N2/O2 and 1.95 for N2/CO2. Overall, we demonstrated the considerable potential of TFMG/PAN composite as a membrane for nitrogen selective applications.