The incorporation of zeolite particles in the micrometer range into polymeric matrices was investigated as a way to improve the gas separation properties of the polymer materials used in the form of membranes. The adhesion between the polymer phase and the external surface of the particles appeared to be a major problem in the preparation of such membranes when the polymer is in the glassy state at room temperature. Various methods were investigated to improve the internal membrane structure, that is, surface modification of the zeolite external surface, preparation above the glass-transition temperature, and heat treatment. Improved structures were obtained as observed by scanning electron microscopy, but the influence on the gas separation properties was not in agreement with the observed structural improvements.