Industrial applications of membranes based on metal–organic frameworks (MOFs) are challenged by their complex fabrication procedures and poor processability, despite their huge potential for efficient gas separation. Especially, the consumption of a large amount of toxic, expensive solvent, and harsh operation by conventional solvothermal growth also make it less attractive for industrial production. Herein, a solvent‐free method is proposed to fabricate continuous defect‐free MOF membranes on commercial porous stainless steel substrates, where the metal precursors are electrodeposited on the support followed by a heat treatment with the ligand powder via solid‐state reaction without using any solvent. This strategy is proven to be applicable for various MOF membranes and it is expected to be a facile, cheap, and environmental friendly way for future large‐scale production. © 2018 American Institute of Chemical Engineers AIChE J, 65: 712–722, 2019