This study attempts to utilize complex formation and nonvolatile-solvent swelling effects to prepare (PMMA/CH2Cl2)/(DMF/CuCl2.2H2O) complex membranes for oxygen enrichment from air and to improve the extremely low gas permeabilities of poly (methyl methacrylate) (PMMA) membranes. The effect of membrane casting conditions on gas permeability, morphology, and crystallinity of the complex membranes; as well as the existence and amount of PMMA/(DMF/metal salt) complex formation and the crystallosolvate and adduct phenomena of the casting solution were investigated. Gas permeabilities of PMMA membrane are significantly improved. For example, the oxygen permeability and O2/N2 separation factor of the complex membrane are 10.8 and 7.3 barrer, respectively. From the morphology and crystallinity, we find that the improvement of oxygen permeability for the modified PMMA membrane is due to the swelling effect and complex formation of the PMMA/DMF/metal salt. Crystallinity increases as the metal salt content increases in the complex membrane. The complex formation in the salt added film and the polymer crystallosolvate and adduct phenomena in the polyamides/acidic solvent system have been previously reported in the literature. However, these phenomena are now also observed and verified by UV, FTIR, WAXD, and DSC studies for this PMMA/(DMF/CUCl2.2H2O) system.