Many studies recognize that membrane lithium air batteries (LABs) are preferable to non-membrane lithium air batteries for future applications as an energy source. An intensive collection of work was published several years ago regarding air cathodes, lithium metal anodes, and electrolytes, among others. Typically, the membrane is sandwiched between an air cathode and a lithium metal anode and protects the anode from any impurities such as oxygen and water that diffuse from cathode to anode in LABs. Membranes have been used as electrolytes and separators and have been used at the outer side of the cathode and the inner side of the cathode and anode in LABs. Therefore, there is an urgent need to discuss the potential advantages of different membranes to understand the possible mitigations of challenges related to LABs. This review examines the effectiveness of various membranes in the primary components of LABs, including air cathodes, lithium metal anodes, electrolytes and electrodes. Several membranes were effective in limiting the gas permeation and water permeability in LABs. The prospects of these membranes in LABs are determined by their efficacy in overcoming the related problems that work against the energy storage in LABs for future studies.