Inorganic membranes are actively developed owing to their high thermal and structural stability. Among them, alumina membrane is recommended for gas separation processes. However these membranes have a selectivity limited by the Knudsen diffusion through pores much smaller than the mean free path of a permeating gases. To overcome this limitation of selectivity, several types of development, e.g. pore modification to reduce pore size or impregnation of catalytic materials, are attempted. In this work, 5 wt% of palladium impregnated $Al_2O_3$ membrane is prepared by sol-gel techniques for $H_2$ separation. The impregnation method is a direct mixing of AlO(OH) sol and Pd precursor and sonication is applied to disperse Pd particles uniformly throughout the membrane. The average pore radius is 20.8Å and surface area is 217.4 ㎡/g. The thin membrane layer is formed at inner side of support and its tortuosity is about 20 according to He permeation test. Dispersion of Pd in membrane is 0.31 and the particle size is 32Å from $H_2$ chemisorption experiment. The structure of Pd crystal is (111) and (110) plane on which $H_2$ can diffuse most rapidly. The impregnation of small amount of Pd can enhance the separation factor upto about 10 through surface diffusion or activated diffusion of hydrogen. The separation is more efficient at higher temperature and lower pressure difference. To interpret the effect of temperature on selectivity, activation energy of activated diffusion in Knudsen regime is estimated. According to the modified transport model including activated surface diffusion, there exists a critical temperature at which the permeability becomes minimum. For the present system, the critical temperatures of $H_2$, $N_2$ and $CO_2$ are shown to be 435 K, 724 K and 1384 K, respectively. In fact, the measured selectivity of $H_2$ increases as the temperature rises upto 718 K which is the highest limit in present experiment.