Molecular transport through biological membranes plays a very important role in many biological processes. To understand basic permeation functions of a biomembrane, we perform molecular dynamics simulations using Dimyristoylphosphatidylcholine (DMPC) as our bilayer membrane. By reducing the degrees of freedom and employing suitable potentials, a coarse-grained model can provide direct insight into collective phenomena in biological membranes at larger time and length scales. We used a coarse grain model for DMPC bilayer which had been parameterized to mimic structural properties. The permeation process of small molecules such as Xe, O2 and CO2 through the lipid bilayers was then investigated. The density profiles and the local diffusion coefficients of the permeating gases across the bilayer membranes are then obtained from the molecular dynamics simulations. By studying gas molecules permeating through the lipid bilayer, we obtain an improved understanding of transport processes across membranes in biological systems in the absence of specialized channels. Also, we explore conditions which will give better control of the gas permeability and the possibility of membrane applications in environment friendly separation processes.