Integrally skinned asymmetric polyacrylonitrile (PAN) membranes were prepared by the phase inversion process and the post-treatment (annealing) from a casting solution containing N-methyl-2-pyrrolidone (NMP)as a solvent. Deionized (DI) water was used as a coagulation medium in preparing asymmetric membranes. The effect of annealing on the membrane performance was investigated by changing the annealing temperature in DI water. The annealing had great influence on reducing pore size of PAN membrane. The membrane surface modification by strong bases such as NaOH and CH3ONa was also studied. The surface modification of the annealed membrane made the membrane swollen. As a result, the presence of base disrupted the integrity of the annealed membrane. The molecular weight cut-off of the annealed membrane was about polyethylene glycol 1000.