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Air bearing has been widely applied in ultra-precision machine tools, aerospace and other fields. The restrictor of the porous material is the key component in air bearings, but its performance is limited by the machining accuracy. A combination of optimization design and material modification of the porous alumina ceramic membrane is proposed to improve performance within an air bearing. Porous alumina ceramics were prepared by adding a pore-forming agent and performing solid-phase sintering at 1600 °C for 3 h, using 95-Al2O3 as raw material and polystyrene microspheres with different particle sizes as the pore-forming agent. With 20 wt.% of PS50, the optimum porous alumina ceramic membranes achieved a density of 3.2 g/cm3, a porosity of 11.8% and a bending strength of 150.4 MPa. Then, the sintered samples were processed into restrictors with a diameter of 40 mm and a thickness of 5 mm. After the restrictors were bonded to aluminum shells for the air bearing, both experimental and simulation work was carried out to verify the designed air bearing. Simulation results showed that the load capacity increased from 94 N to 523 N when the porosity increased from 5% to 25% at a fixed gas supply pressure of 0.5 MPa and a fixed gas film thickness of 25 μm. When the gas film thickness and porosity were fixed at 100 μm and 11.8%, respectively, the load capacity increased from 8.6 N to 40.8 N with the gas supply pressure having been increased from 0.1 MPa to 0.5 MPa. Both experimental and simulation results successfully demonstrated the stability and effectiveness of the proposed method. The porosity is an important factor for improving the performance of an air bearing, and it can be optimized to enhance the bearing’s stability and load capacity.