We investigate a setup where a cloud of atoms is trapped in an optical lattice potential of a standing wave laser field which is created by retro-reflection on a micro-membrane. The membrane vibrations itself realize a quantum mechanical degree of freedom. We show that the center of mass mode of atoms can be coupled to the vibrational mode of the membrane in free space, and predict a significant sympathetic cooling effect of the membrane when atoms are laser cooled. The controllability of the dissipation rate of the atomic motion gives a considerable advantage over typical optomechanical systems enclosed in optical cavities, in that it allows a segregation between the cooling and coherent dynamics regimes. The membrane can thereby be kept in a cryogenic environment, and the atoms at a distance in a vacuum chamber.