Almost all helium is resourced from natural gas reservoirs. Hence, it is essential to develop new efficient technologies to recover helium from natural gas. In this work, we propose a novel dual membrane system, consisting of C2N (M1) and graphdiyne (M2) membranes, to separate and purify helium from a ternary gas mixture of He/N2/CH4. In this regard, we performed molecular dynamics (MD) simulations to investigate the separation performance of the proposed system. Here, we explored the effect of applied pressure (up to 2 MPa) and the feed composition on the separation performance. The simulation results revealed that in the designed system, the M1 membrane allows He and N2 to diffuse through and prevents CH4 from crossing even at an applied pressure gradient. Next, the M2 membrane only allows He to transfer through and prevents N2 from crossing even at the applied pressure gradient. As a result, the dual membrane system showed a high He permeance of 2.5 × 106 GPU and ultrahigh He selectivity. In addition, the suggested dual membrane system could separate three components simultaneously at the applied pressure of 2 MPa, which implies the outstanding performance of the system. We also analyzed the density map, the van der Waals interactions, and the potential of the mean force calculations to better understand the permeation of gas species across the designed system.