This paper reports the possibility of in situ synthesis of HZSM-5 zeolite films on tubular steel substrate for the improved potential chemical heat sink of fuels, and the performance of prepared membrane catalysts in the endothermic catalytic cracking of n-decane. Through hydrothermal crystallization, a zeolite/steel composite was obtained which consists of a continuous zeolite film that strongly attaches to the substrate surface. The membrane catalysts are active enough for the n-decane catalytic cracking to provide endothermal ability, and also can suppress the formation of carbon deposits compared with thermal cracking.