One of the biggest challenges facing membrane-based helium (He) recovery from natural gas is the lack of efficient He separation membranes featuring both high He permeability and He/CH4 selectivity (>1000). Here, we report that this goal can be achieved by directly fluorinating membranes made of an intrinsically microporous polymer (PIM-1). All of the resulting membranes exhibit unprecedent He/CH4, He/N2, and He/CO2 separation performances that are placed well above the latest perfluoropolymer upper bounds. Among them, FPIM-5 has the best overall performance, with a high He permeability of 754 Barrer and an unprecedented He/CH4 selectivity of 3770 as well as good permeation and mechanical stability. This membrane also shows excellent aging resistance due to the fluorine substitution effect. The high He permeability is attributed to the intrinsically large fractional free volume of FPIM-1s, while the extremely high selectivity is the combined result of improved solubility selectivity through fluorination and significantly increased size sieving diffusion selectivity due to the pore blocking effect caused by fluorine atom substitution. When used for He/CH4 (0.6/99.4) binary mixed-gas separation, the downstream He concentration of FPIM-5 is greater than 84% even at an upstream pressure of 20 bar. The direct fluorination of microporous membranes provides a convenient method for efficiently enriching small gas molecules, such as helium and hydrogen, from various resources.