Hydrogen purification and CO2 capture are of great significance in refineries and pre-combustion power plants. A dual membrane separator offers an alternative approach for improving H2/CO2 separation efficiency. In this work, H2/CO2/CH4 ternary gas mixtures separation can be achieved by a dual membrane separator with an integrated polyimide (PI) membrane and polydimethylsiloxane/polyetherimide (PDMS/PEI) composite membrane. A hollow fiber dual membrane separation equipment is designed and manufactured. Through the self-designed device, the effects of stage cut, operating temperature, operating pressure, and membrane area ratio on separation performance of dual membrane separator have been studied. The results indicate that, at a high stage cut, a dual membrane separator has obvious advantages over a single membrane separator. Operating temperature has a significant impact on gas permeation rates. At 25 °C, a dual membrane separator can obtain the highest purity of H2 and CO2. By increasing operating pressure, the purity and recovery of H2 and CO2 can be improved simultaneously. The effect of the membrane area ratio on the performance of the dual membrane separator was studied. When the permeate flows of two membranes are approximately equal by changing the membrane area ratio, the overall performance of the dual membrane separator is the best. On the basis of its synergy in promoting separation, the dual membrane separator holds great industrial application potential.