It proposes an alternating direction method of multiplier for approximation solution of the unilateral contact problem of two membranes, with a self-adaptive penalty parameter. By using augmented Lagrange functional with an auxiliary unknown, a saddle-point problem is introduced to deal with the inequality constrained. Then the alternating direction method of multiplier is applied to the corresponding problem, and each iteration consists of two linear elliptic problems while the auxiliary unknown and the Lagrange multiplier are computed explicitly. A self-adaptive rule based iterative functions is used to automatically adjust the penalty parameter. The convergence of the method is shown and the self-adaptive penalty parameter approximation is given. Finally, the numerical experiments with the finite element discretization are given to illustrate the efficiency of the proposed method.