Cyclohexane is selectively oxidized by tertiary-butyl hydroperoxide at room temperature using a catalyst consisting of iron phthalocyanine in zeolite Y (FePcY) occluded in a polydimethylsiloxane (PDMS) membrane. Different experimental setups are used to study the effect of the membrane incorporation on the catalytic performance. Embedding this catalyst in PDMS results in a new system with considerably higher activity which makes the controlled addition of peroxide redundant. Separating the two immiscible reactant phases, the membrane eliminates the need for a solvent. In addition, it actively controls the concentration of the reactants near the active sites by fine-tuning their respective sorptions. The result is a substrate/oxidant ratio which is beneficial for the reaction. Evidence for this active role is established in the analysis of the composition of the membrane phase after reaction.