Emission of sulfur compounds to the atmosphere is universally recognized as one key target to be reduced. For membrane pervaporation which is considered as a potential purification process of fuels, dual-layer polyurethane (PU)/polyethersulfone hollow-fiber membranes were prepared. A novel fabrication technique is proposed using a quadruple spinneret to produce the fiber with such morphology by simultaneous spinning of two polymer solutions in the presence of two corresponding precipitation media. Activated carbon was added into the PU solution to improve the transport properties of the selective layer. Resulting hollow-fiber membranes showed very good adhesion between the selective layer and its support, in addition to an effective removal of a sulfur compound such as 2-methyl thiophene from a typical model fuel, an indication of good prospects for both the fabrication technique and for sulfur removal by pervaporation of fuels.