An inorganic membrane having an improved pore structure. The membrane has a mean pore size of up to about 100 nm and a mean particle size in a range from about 10 nm to about 100 nm. In one embodiment, the membrane comprises α-alumina and is formed by providing a coating slip comprising δ-alumina; applying the coating slip to a support surface to form a coating layer; drying the coating layer; and firing the dried coating layer at a temperature of at least about 1000° C. to convert at least a portion of the δ-alumina to α-alumina and form the inorganic membrane.