We report on a novel method to synthesize particles-called by us Saturn particles-having two hydrophobic caps that oppose each other and are separated from each other by a hydrophilic belt that encircles the particle. Mixtures of these particles with water and air, without the usage of low molar mass surfactants, easily form Pickering foams and Pickering membranes that are stable for days. These Pickering membranes are composed of a thin film of water into which the particles are embedded in such a way that the belt is surrounded by the water and the caps protrude out of the water into the air at the top and bottom side of the water film. As expected for a liquid membrane, these Pickering membranes are permeable for gases, with the permeance being proportional to the solubility and diffusion coefficient of the gas considered. Experimentally obtained permeance values agree reasonably well with theoretical calculations.