Electrolyte is the key to constructing the ionic transport paths and O2 gas diffusion routes in the cathode as well as maintaining the electrode interfacial stability in view of the complex chemistry of Li-O2 batteries. A novel poly(vinyl formal) (PVFM)-based Janus membrane, which is prepared via coating multiwalled carbon nanotubes (MWCNTs) on the porous side of the cross-linked PVFM membrane, has been proposed herein to achieve membrane-supporting gel polymer electrolyte (GPE) for Li-O2 batteries. Within Li-O2 batteries, the dense side of PVFM-based Janus membrane demonstrates a good compatibility with lithium metal anode, while the other side with MWCNTs coating reserves much more solvent on the surface, assisting the cathode to form enlarged electrolyte-wetted interface. Moreover, the comparative studies indicate that PVFM-based Janus membrane also can provide a conductive pathway, modulate the morphology of the discharge products, and produce accommodation space for the products. So, the Li-O2 batteries containing PVFM-based Janus membrane-supporting GPE not only demonstrate significantly improved discharge capacity and cycling stability, i.e., 150 times at 1000 mAh g-1 capacity limitation, but also a narrow voltage gap of 0.90 V and an excellent rate performance up to 1000 mA g-1.