A device for separating fuel components comprising a separating membrane for separating high-octane fuel components from un-separated fuel and a heat exchanger between first liquid passing through the heat exchanger and second liquid passing through the heat exchanger, is provided. The first liquid is un-separated fuel passing through the heat exchanger before being supplied to the separating membrane. The second liquid is low-octane fuel remaining when the high-octane fuel components are separated from the un-separated fuel, passing through the heat exchanger after changing to an almost liquid phase.