This study aims to improve properties of Ultem® polyetherimide (PEI) by incorporating up to 2 wt% additives of the perovskite oxide La0.85Yb0.15AlO3 (LYA). The structure of dense PEI/LYA films was characterized by X-ray diffraction (XRD) and scanning electron microscopy (SEM) in combination with an analysis of their elemental composition using energy-dispersive spectroscopy (EDS). The PEI/LYA films exhibit a two-layer structure. Contact angle measurements revealed hydrophilization of the membrane surface enriched with the perovskite. The transport properties were tested via gas separation and pervaporation processes. The separation selectivity of He/N2 and O2/N2 gas pairs increased with the growth of the LYA content in the membranes. Pervaporation of a methanol(MeOH)–cyclohexane(CH) mixture was effective due to the high sorption of MeOH in the PEI/LYA membranes. The maximal pervaporation separation index was found for the PEI/LYA(2%) membrane.