Small Angle Neutron Scattering (SANS) and neutron diffraction are used to probe the structure of Anodized Aluminium Oxide (AAO) in an extended Q range, from 7.10−3 to 16 Å−1. In the small angle region [7. 10−3 Å−1 − 7. 10−2 Å−1], impregnation of a D2O/H2O mixture within the AAO porous structure, leads to a dramatic decrease of the coherent SANS signal by two orders of magnitude, but perfect matching of the membrane cannot be reached. We explain such an imperfect matching by the presence of 1 nm in size Bayerite domains within the bulk of the amorphous Al2O3 matrix, as detected by Neutron diffraction in the [0.3 Å−1 − 4 Å−1] Q range. Traces of sulfur, probably incorporated during the anodic synthesis process in a H2SO4 solution, are also detected by Scanning Electron Microscopy with Energy Dispersive X-ray analysis (SEM-EDX). We estimate the AAO neutron scattering length to be 4.22 1010 cm−2. This value is an important input, when taking advantage of neutron contrast matching to probe the large scale filling homogeneity (adsorption of a liquid or deposition of a solid) within the porous structure of AAO membranes.