Membrane separation performance is governed by membrane morphology. It is generally accepted that structure of the membrane skin layer is responsible for membrane selectivity while membrane flux depends on the total transmembrane resistance to material flow. In this study, polysulfone ultrafiltration hollow fiber membranes were made using the "dry-wet" fiber spinning process through a tube in-orifice spinnerette. By using water as the external coagulant and a very short air gap, fibers with a dense outer skin layer were prepared which showed high selectivity in the separation of polyethylene glycols of various molecular weight. By using a mixture of water and 1-methyl-2-pyrrolidone in various proportions as the internal coagulant, demixing rates of the polymer in the spinning solution could be adjusted to yield a more open surface structure in the fiber inner surface layer and a more porous sublayer in the fiber wall to reduce the total transmembrane resistance. The rate of polymer demixing can be related to the difference between the solubility parameter of the internal coagulant and that of the polymer. This difference can serve as a scale to indicate the coagulation power of the internal coagulant. At low coagulation power, fibers with a more open structure in the fiber wall and its inner surface could be made which yielded higher membrane flux due to the lower transmembrane resistance in these fibers.