Artificial lung membrane as extracorporeal blood-gas barriers could execute similar functions as human alveoli, whereby accomplish blood gas exchange process, providing imperative life support for patients with cardiopulmonary failure. However, the gas exchange performance for current membranous modules is restrained to the dense polymer matrix with low CO₂ permeability. Meanwhile, it has long been difficult to balance the contradiction between haemorrhagic risk generated by heparin systemic anticoagulation and thrombogenesis during extracorporeal blood circulation. Here, inspired by the natural mammalian alveoli, a biomimetic consecutive gas exchange network (CGEN) is constructed on porous PES substrate by using aperture-modulated UIO-66-NH₂ nanoparticles and hydrophilic CO₂-affinitive polymer matrix to simulate the physiological structures and gas exchange features of human alveoli in vitro. The porous MOF particles within CGEN establish the main gas exchange channels, which not only enhance the total gas permeation, but also improve the CO₂/O₂ permselectivity to 13.17, approaching to the level of natural alveoli. Additionally, the prepared composite membrane with good hemocompatibility could effectively inhibit the formation of thrombus and provide a reliable local self-anticoagulation state during extracorporeal blood circulation. Overall, this biomimetic thin film composite membrane could provide new ideals for the preparation of advanced artificial lung membrane.