The microspherical membranes based on narrow fraction of cenospheres with high permeability to helium and high selectivity for He/Ne were recovered from cenosphere concentrate from Ekibastuz coal combustion. To increase the helium permeation microspherical membranes has been leached using 8.6 М HNO₃. As a result, the developed microporous structure of cenosphere shell formed with predominant micropore size of 5, 6.4 and 13 Å, that led to an increase in helium permeation to 2 times. The obtained microspherical membranes exceed the synthetic glass hollow microspheres 3M K37 Glass Bubbles in helium permeation to 37-57 times, and the polymeric membrane material –(poly)sulphone in selectivity for He/Ne to 34-52 times.