A microporous polyethylene membrane having well-balanced permeability, mechanical properties, heat shrinkage resistance, compression resistance, electrolytic solution absorbability, shutdown properties and meltdown properties, with an average pore diameter changing in a thickness direction is produced by melt-blending a polyethylene resin and a membrane-forming solvent to prepare a solution A having a resin concentration of 25 to 50% by mass and a solution B having a resin concentration of 10 to 30% by mass, the resin concentration in the solution A being higher than that in the solution B, (a) simultaneously extruding the resin solutions A and B through a die, cooling the resultant extrudate to provide a gel-like sheet in which the resin solutions A and B are laminated, and removing the membrane-forming solvent from the gel-like sheet, or (b) extruding the resin solutions A and B through separate dies, removing the membrane-forming solvent from the resultant gel-like sheets A and B to form microporous polyethylene membranes A and B, and alternately laminating the microporous polyethylene membranes A and B, while easily controlling the average pore diameter distribution in the microporous polyethylene membrane in a thickness direction.