Abstract The urgent challenge of rising atmospheric CO 2 necessitates efficient capture technologies like membrane separation. Although membrane‐based direct air capture (m‐DAC) is a feasible and efficient approach for low‐concentration CO 2 , it still presents a considerable challenge. Herein, we propose a “cage engineering” strategy to achieve efficient direct separation of CO 2 from air, utilizing perfluoro‐functionalized zirconium‐based metal‐organic cages (MOCs) as fillers for mixed‐matrix membranes (MMM). It is found that introducing MOCs into polymer matrices can significantly densify the polymer network via forming abundant intermolecular interactions, hence enhancing membrane selectivity and promoting the process of concentrating CO 2 . Simultaneously, the fluorine sites on the MOCs, which have a high affinity with CO 2 , promote the transport of CO 2 by increasing the solubility coefficient. The perfluorinated MOC‐based MMM achieves efficient m‐DAC and exhibits a CO 2 permeability of 871.7 Barrer, along with an outstanding CO 2 /N 2 selectivity of 69.44. Furthermore, a multi‐stage membrane separation process is simulated to estimate the energy requirements of m‐DAC and evaluate the potential for practical applications of this membrane. This study achieves efficient low‐concentration CO 2 separation by introducing perfluorinated MOCs into polymers, providing a new idea for the development of high‐performance membrane materials suitable for m‐DAC processes.