The invention concerns a non-thrombogenic semipermeable membrane comprising a support semipermeable membrane and an anticoagulant suitable for treating blood and plasma by extracorporeal circulation. The invention is characterized in that: the support membrane is made essentially of a polyacrylinitrile, bearing anionic groups or groups capable of being anionic; the surface of the support semipermeable membrane designed to be in contact with blood or plasma is coated successively with a cationic polymer and an anticoagulant. The invention also concern an exchanger for treating blood or plasma by extracorporeal circulation comprising two sections separated by a non-thrombogenic semipermeable, membrane and a method for making the exchanger.