In this paper, we report the performance of supported Pd–Ru membranes for possible applications to hydrogen purification and/or production. For this purpose, we fabricated three ultra-thin α-alumina-supported membranes by combined plating techniques: a Pd–Ag membrane (3 μm-thick ca.) and two Pd–Ru (1.8 μm-thick ca.). The former is set as a benchmark for comparison. The membranes were characterised using different methodologies: permeation tests, thermal treatment and SEM analysis. Preliminary leakage tests performed with nitrogen has revealed that the two Pd–Ru membranes, namely PdRu#1 and PdRu#2, show a non-ideal (non-infinite) selectivity, which is relatively low for the former (around 830 at 400 °C) and sufficiently high for the latter (2645 at 400 °C). This indicates a relevant presence of defects in the PdRu#2 membrane, differently from what observed for the Pd–Ag and PdRu#1 ones. The permeation tests show that the hydrogen permeating flux is stable up to around 550 °C, with an apparently unusual behaviour at higher temperatures (600 °C), where we observe a slightly decrease of hydrogen flux with an increase of the nitrogen one. Moreover, a peculiar bubble-shaped structure is observed in the metal layer of all membranes after usage by means of SEM image analysis. This is explained by considering the effect of the Pd-alloy grain surface energy, which tends to minimise the exposed surface area of the grain interface by creating sphere-like bubble in the lattice, similar to what occurs for soap bubbles in water. The above-mentioned decrease in hydrogen flux at 600 °C is explained to be caused by the bubble formation, which pushes the alloy deeper in the support pores.