This paper analyzes the performance of a membrane reactor, in which the inside porous structure is impregnated with catalysts, under nonisothermal conditions for exothermic complex consecutive reactions. The mathematical model based on an extended Fick’s model, which incorporates both diffusive and convective fluxes inside the membrane pores, was developed in the form of nonlinear differential equations to be solved numerically. The selectivity and yield of the desired intermediate product were calculated as a function of critical dimensionless parameter group’s such as the mass and heat Peclet groups and the Thiele modulus. It was clarified with the calculated and experimental results that the selectivity and yield of intermediates are significantly affected by convective flow inside the macro-pores.