Carbon molecular sieves (CMS) membranes having improved thermal and/or mechanical properties are disclosed herein. In one embodiment, a carbon molecular sieve membrane for separating a first and one or more second gases from a feed mixture of the first gas and one or more second gases comprises a hollow filamentary carbon core and a thermally stabilized polymer precursor disposed on at least an outer portion of the core. In some embodiments, the thermally stabilized polymer precursor is created by the process of placing in a reaction vessel the carbon molecular sieve membrane comprising an unmodified aromatic imide polymer, filling the reaction vessel with a modifying agent, and changing the temperature of the reaction vessel at a temperature ramp up rate and ramp down rate for a period of time so that the modifying agent alters the unmodified aromatic imide polymer to form a thermally stabilized polymer precursor.