As an efficient means of strain improvement, adaptive evolution is a technique with great potential. Long-term cultivation of Saccharomyces cerevisiae was performed in a polydimethylsiloxane membrane bioreactor system which was constructed by coupling the fermentation with pervaporation. A parent strain was subjected to three rounds of fermentation-screening-transfer procedure lasting 1,500 h in a continuous and closed circulating fermentation (CCCF) system, and its 600-generation descendant S33 was screened. In shaking flask culture test, the selected strain S33 from the third round showed great superiority over the parent strain in the residual broth medium, with the ethanol yield and specific ethanol productivity increasing by 34.5 and 34.7 %, respectively. In the long-term CCCF test, the fermentation performance of the descendant strain in the third round was higher than that of its parent strain in the second round. These results show the potential of this novel adaptive evolution approach in optimization of yeast strains.