Helium is recognized as an extremely important yet highly scarce resource. In China, helium is primarily extracted from natural gas, where its low concentration presents significant challenges for extraction. Membrane separation technology for helium extraction from natural gas has been increasingly studied in recent years. However, the technology is still considered immature, and substantial experimental difficulties are encountered. Molecular dynamics (MD) simulations were employed as an effective approach to address these challenges. Recent advancements in membrane materials for MD simulations in helium extraction from natural gas were reviewed. Emphasis was placed on the methods used for constructing membrane models, the selection of simulation force fields, and the techniques applied to evaluate the separation performance of membrane materials. Two dimensional graphene like thin films and hybrid membrane materials were currently popular membrane materials. COMPASS and UFF force fields have a wide range of applications. The energy barrier for helium to pass through most membrane materials is low, and most membrane materials have high selectivity and permeability for helium and methane. The research results have good guiding significance for the practical production of membrane separation and helium extraction from natural gas.