An aromatic polysulfone type resin hollow fiber membrane having a thickness of 100 to 600 .mu.m and a five-layer structure of an outer surface layer, an outer void layer, an intermediate layer, an inner void layer and an inner surface layer and wherein the inner and outer void layers are present in a thickness ratio of the inner void layer to the outer void layer of 1.5 to 0.6, the intermediate layer has a thickness of 5 to 70 .mu.m, and each of the outer and inner surface layers has an extremely small thickness. The hollow fiber membrane of the kind is excellent in heat resistance, acid resistance, alkali resistance, chemicals resistance and has an improved mechanical strength as well as a high water permeability. The hollow fiber membrane with such excellent properties can be obtained by a process which comprises extruding into an air space a spinning solution of an aromatic polysulfone type resin in an organic polar solvent for said resin, said solution containing a glycol and having a resin concentration of from 15 to 35% by weight, from an annular spinning nozzle to obtain an extrudate in the form of a hollow fiber, allowing the thus obtained extrudate to run in the air space while simultaneously injecting an internal coagulating liquid into the annular spinning nozzle at an inside bore thereof, and subsequently introducing said extrudate into a coagulating liquid bath.