In this work we fabricated alumina samples by the freeze-casting technique using tert-butanol as the solvent. The prepared materials were examined by scanning electron microscopy and X-ray microtomography. Next, they were coated with sol–gel silica films by dip-coating. Permeability tests were carried out in order to assess the permeation behavior of the materials processed in this study. We observed that the sintering time and alumina loading showed a remarkable effect on both the structural properties and flexural strength of the freeze-cast samples. Nitrogen adsorption tests revealed that the silica prepared in this study exhibited a microporous structure. It was observed that the presence of silica coatings on the alumina surface decreased the CO2 permeance by about one order of magnitude. Because of the similar kinetic diameters of nitrogen and carbon dioxide, the CO2/N2 system showed a separation efficiency that was lower than that observed for the He/CO2 and He/N2 systems. We noticed that increasing the feed pressure improved the separation capacity of the obtained materials.