A new method has been successfully employed to prepare hollow-fiber membranes by coating and polymerizing bicontinuous microemulsions onto the internal surfaces of hollow-fiber membranes. The bicontinuous microemulsion consisting of water, a polymerizable zwitterionic surfactant of acryloyloxyundecyl dimethylammonio acetate, methyl methacrylate, and 2-hydroxylethyl methacrylate (HEMA) can form a transparent polymer thin film after polymerization. The hollow-fiber membranes as the supports for microemulsion coatings were fabricated from the spinning solution of polyethersulfone/diethylene glycol/N-methyl-2-pyrrolidone. The microemulsion coated hollow-fiber membranes were evaluated by the separation efficiency and the permeation rate of polyethylene glycol (PEG) solutions. The performance of coated membrane on the PEG separation is strongly dependent on the concentration of HEMA and water in precursor bicontinuous microemulsions. The pore size of the hollow-fiber membranes can be regulated between about 2 to 40 nm by varying the composition of precursor bicontinuous microemulsions. The characteristics of the coated membranes is believed to be directly related to the bicontinuous structures of precursor bicontinuous microemulsions. The use of polymerizable bicontinuous microemulsions enable one to better control the microstructures of coated membranes via in situ polymerization.