The low water flux and high production cost of ceramic membranes for vacuum membrane distillation (VMD) are among the factors limiting their feasibility for desalination applications. To address this challenge, highly permeable anodic alumina membranes were modified and evaluated for their properties in VMD using a highly permeable support. Owing to the nanostructures on its surface, the anodic alumina membrane displayed superhydrophobic characteristics with water contact angles and liquid entry pressure values higher than 150° and 4 bar, respectively. A superior water flux of 316 kg/(m2·h) was observed in VMD along with NaCl rejection above 99% for a 3 wt.% NaCl feed at 80 °C. The high flux is attributed to the highly permeable support and the short vapor transport path of the thin and open pores structure of the anodic alumina material, being cylindrical with a thickness of 55 μm. For benchmark comparison, a commercial polytetrafluoroethylene (PTFE) and conventional asymmetric α-alumina membranes were also evaluated under similar conditions. In addition, variation of the support porosity allowed for validation of the effective transport area of the membranes. Considering the inexpensive synthesis method of the anodic alumina material, this study provides important perspectives on the development of novel membrane materials, paving the way for overcoming the challenges associated with desalination using VMD.