This article describes development of a catalytic hollow fibre membrane micro-reactor (CHFMMR) for high purity H2 production. Asymmetric Al2O3 hollow fibres produced by a phase-inversion and sintering technique were employed as a single substrate for both coating of the Pd membrane and impregnation of the 30%CuO/CeO2 catalyst. The Pd membrane was first deposited onto the outer layer of Al2O3 hollow fibre using the electroless plating (ELP) technique, followed by impregnation of the 30%CuO/CeO2 catalyst into the inner finger-like structure of the substrate using the sol–gel Pechini method. Performance of the proposed reactor was carried out using water gas shift (WGS) reaction as a sample reaction. A comparative study of conversion obtained in the WGS reaction as a function of the reaction temperature (from 200 °C to 500 °C) in a fixed-bed reactor, a catalytic hollow fibre micro-reactor (CHFMR) and the CHFMMR using different flow rates of a sweep gas (from 45 to 70 ml/min) was performed, concluding that the conversion is the highest in the CHFMMR. It is important to highlight that, at 500 °C and a sweep gas flow rate of 75 ml/min, a conversion of 17% higher than the corresponding thermodynamic equilibrium conversion was achieved in the CHFMMR. In the operation of the CHFMMR, high purity H2 has been obtained in the shell side, which was 78% of the total H2 produced in the WGS reaction.