In order to obtain a steam-stable hydrogen permselectivity membrane, with tetraethylorthosilicate (TEOS) as the silicon source, zirconium nitrate pentahydrate (Zr(NO3)4·5H2O) as the zirconium source, and methyltriethoxysilane (MTES) as the hydrophobic modifier, the methyl-modified ZrO2-SiO2 (ZrO2-MSiO2) membranes were prepared via the sol-gel method. The microstructure and gas permeance of the ZrO2-MSiO2 membranes were studied. The physical-chemical properties of the membranes were characterized by Fourier transform infrared spectroscopy (FTIR), X-ray photoelectron spectroscopy (XPS), X-ray diffraction (XRD), transmission electron microscopy (TEM), scanning electron microscope (SEM), and N2 adsorption–desorption analysis. The hydrogen permselectivity of ZrO2-MSiO2 membranes was evaluated with Zr content, temperature, pressure difference, drying control chemical additive (glycerol) content, and hydrothermal stability as the inferred factors. XRD and pore structure analysis revealed that, as nZr increased, the MSiO2 peak gradually shifted to a higher 2θ value, and the intensity gradually decreased. The study found that the permeation mechanism of H2 and other gases is mainly based on the activation–diffusion mechanism. The separation of H2 is facilitated by an increase in temperature. The ZrO2-MSiO2 membrane with nZr = 0.15 has a better pore structure and a suitable ratio of micropores to mesopores, which improved the gas permselectivities. At 200 °C, the H2 permeance of MSiO2 and ZrO2-MSiO2 membranes was 3.66 × 10−6 and 6.46 × 10−6 mol·m−2·s−1·Pa−1, respectively. Compared with the MSiO2 membrane, the H2/CO2 and H2/N2 permselectivities of the ZrO2-MSiO2 membrane were improved by 79.18% and 26.75%, respectively. The added amount of glycerol as the drying control chemical additive increased from 20% to 30%, the permeance of H2 decreased by 11.55%, and the permselectivities of H2/CO2 and H2/N2 rose by 2.14% and 0.28%, respectively. The final results demonstrate that the ZrO2-MSiO2 membrane possesses excellent hydrothermal stability and regeneration capability.