This work presents the methods of permeability studies of hollow microspheric membranes (cenospheres of fly ashes). A description of the experimental vacuum set-up designed to study the process of diffusion of individual gases into cenospheres in static conditions is provided, as well as the mathematical method to calculate the quantitative characteristics of the said process. The helium permeability of the narrow fraction of cenospheres isolated from fly ash concentrate of Moscow power station was measured.  The specific permeability was shown to be equal to the values of 3.5·10-¹² – 3.5·10^-11 mol/(s·g·Pa) in the temperature range 300 - 500°C. The values of the volume available to helium and activation energy of Не sorption were found (2.13 ± 0.06)·10^-6 m3/g and 34 ± 3 kJ/mol, respectively. It was shown for the fist time, that helium can be successfully separated from air using cenospheres in chromatographic mode.