The present invention is to provide a means for easily replacing palladium alloy capillaries in a hydrogen purification device formed by using hydrogen separation membrane formed from the palladium alloy capillaries. The hydrogen purification device can be easily disassembled into a palladium alloy membrane unit and a storage structure thereof. A palladium alloy membrane unit is provided with a plurality of palladium alloy capillaries, a disk-shaped tube sheet supporting the palladium alloy capillaries, a pure hydrogen discharge pipe having a cylinder being in close contact with a periphery of the tube sheet at one end, a joint connecting with a pure hydrogen outlet of the storage structure at the other end, and preferably a joint being in close contact with an opening of a container of the storage structure at a position between the cylinder and the outlet joint. The storage structure is provided with a container storing the palladium alloy membrane unit, a heater, a raw material hydrogen inlet, an impurity-containing gas outlet, and a pure hydrogen outlet, a member provided on the pure hydrogen outlet, the member connecting with a joint provided at one end of the palladium alloy membrane unit, and preferably a member provided on the opening of the container, the member being in close contact with a joint provided on the cylinder of the palladium alloy membrane unit.