A multi-layer, microporous polyolefin membrane comprising a polypropylene layer and a polyethylene resin layer and having well-balanced permeability, mechanical strength, heat shrinkage resistance, shutdown properties and meltdown properties can be obtained by (1) forming a sheet comprising a gel-like polypropylene layer containing a membrane-forming solvent or a polypropylene layer containing no membrane-forming solvent and a gel-like polyethylene resin layer containing a membrane-forming solvent, stretching the sheet at two-stage temperatures, and then removing the membrane-forming solvent, or (2) forming a gel-like polypropylene sheet containing a membrane-forming solvent or a polypropylene sheet containing no membrane-forming solvent, and a gel-like polyethylene resin sheet containing a membrane-forming solvent, stretching them at two-stage temperatures, removing the membrane-forming solvent, and then laminating the resultant microporous polypropylene membrane and the resultant microporous polyethylene membrane.