Artificial lung membranes as the core module of the extracorporeal membrane oxygenation technology (ECMO) execute the function of extracorporeal blood-gas barrier accomplishing CO₂/O₂ exchange with blood. However, the unsatisfactory hemocompatibility and difficulty in functionalization are the prominent challenges faced by current artificial lung membrane materials. In this study, polyethersulfone (PES) composite membranes with self-anticoagulant property and high gas exchange efficient are fabricated by blending PES matrix with poly(vinylamine) (PVAm) modified carboxylic carbon nanotubes (mCNTs) and citrate-based poly(octamethylene-citrate) (POC) pre-polymers. The mCNTs construct specific gas transfer channels within the composite membranes to enhance the gas permeability, while the POC pre-polymers provide anticoagulant property based on the chelation to blood Ca²⁺ and the inactivation effect to intrinsic coagulation factors. Importantly, directed by the actual ECMO gas exchange mode, we design a gas-liquid convectional circulation device that could evaluate gas exchange efficiency for the composite membranes under mimetic ECMO state. Therefore, this strategy not only proposes a new design method of advanced artificial lung membranes to solve the practical challenges in the current ECMO technology, but also establishes a scientific testing method to evaluate the gas exchange performance for new-type artificial lung membrane materials in the future.