PURPOSE: To easily and continuously form a gas separation composite membrane even from a vitreous polymer which has not been adhered directly to a porous support by impregnating the support with the vapor of solvent.

CONSTITUTION: A soln. of PMSP in benzene is supplied on the water surface by a pump 3 from a discharge port 4 to form the thin film 5 of PMSP. A PES porous support 7 is supplied by a third roller 9. The support 7 is impregnated with methanol vapor by a stainless steel vessel 11 contg. methanol as the solvent 12 kept at 60°C. The methanol-impregnated support 14 is brought into contact with the thin film 5 through a second roller 8, and the coated support, namely, a gas separation composite membrane 15, is dried by a hot-air drier 13 and wound on a fourth roller 10. The solvent is vaporized before the fourth roller 10, hence the vitreous polymer thin film 5 is firmly adhered to the support 7, and the gas separation composite membrane 15 is continuously formed.