This report summarizes our explorations on the application of the nano-structured anodic aluminum oxide (AAO) membrane in heterogeneous catalysis. The procedures for growing the AAO membrane in the center of an aluminum disc have been developed by appropriately masking the disk's perimeter during the anodization and the etching steps. The supported AAO membrane can be sealed gas tight in a flow reactor so that the nanopores on the membrane function as parallel arrays of tubular reactors when the reactants are pushed through. Coating catalytically active materials onto the walls of the nanopores turns the AAO membrane into a unique catalytic system. In the oxidative dehydrogenation (ODH) reaction of cyclohexane, the membrane catalytic system demonstrates advantages over the conventional powder bed in terms of overcoming the bypass and diffusion problems, reducing the over oxidations, and the possible capability of prohibiting the undesired gas phase reactions.