To produce a thin hollow fiber membrane with reduced unevenness in fibers by a method in which a polymer solution is ejected from a double-pipe nozzle or a triple-pipe nozzle, simultaneously gas is supplied from the central part of the nozzle to form a hollow-fiber-shaped solution flow, the flow is introduced into a coagulation bath, the solution is coagulated, and the product is heat-treated.

In the production of a hollow fiber membrane of selective permeability, a polymer solution is discharged from a double-pipe nozzle or a triple- pipe nozzle, and simultaneously gas is supplied from the central part of the nozzle to form a hollow-fiber-shaped solution flow. The flow is introduced into a coagulation bath, the solution is coagulated, and the product is treated at a temperature higher than that of the bath. In this process, the ratio of the inside diameter R1 of a hollow fiber wetted with a coagulant solution on the outlet side of the bath to the inside diameter R2 of the fiber wetted with water after the heat treatment is arranged to be 1.00≤R2≤/h2≤1.30. A cellulose derivative is used as the polymer, including regenerated cellulose, cellulose diacetate, and cellulose triacetate.