The press-sintering process was developed to prepare Al2O3 microporous ceramics, and these ceramics were coated with Al2O3, ZrO2 and TiO2 membrane by sol-gel method to obtain the unsymmetrical composite ceramics membranes in this paper. In the press-sintering process, the powder was agglomerated, and the w(PVA) was controlled at 15%, 25% and 30%, the agglomerated powder was 10 mu m in size, then pressed and sintered at 1250 degrees C, and microporous ceramics with pore diameter of 2 mu m, 6 mu m and 10 mu m, open pore ratio higher than 40%, crushing strength of 50N could be achieved. Using the microporous ceramics with pore diameter of 2 mu m, 6 mu m and 10 mu m as substrate, sol-gel concentration of 0.5g/mL(salt), the substrates were dried slowly at 25 degrees C and 80 degrees C successively, then sintered at 1000 degrees C, the unsymmetrical composite ceramics membranes with pore diameter of 200nm, 400nm and 600nm, thickness of about 40 mu m could be developed by the sol-gel method. The membranes can be used as filter for gas or liquid, especially be used as substrate for Pd-Ag alloy membrane.