Hollow fiber ceramic membranes have been widely accepted in membrane separation due to their advantages of high packing density, low transfer resistance and long-period operation. Fabrication of highly-asymmetric hollow fiber membrane is helpful to achieve high flux as well as high rejection simultaneously. In this work, dual-layer hollow fiber ceramic composite membranes were prepared by the co-extrusion method. The inner and outer suspensions were doped with α-Al₂O₃ powders with average particle sizes of 1 μm and 300 nm respectively. Effects of TiO₂ content in inner suspension, Al₂O₃/polyether sulfone (PESf) mass ratio of outer suspension and calcination temperature on structure and properties of membrane were investigated extensively. When the TiO₂ content was 2wt% in inner suspension, the Al₂O₃/PESf mass ratio was 5.60 in outer suspension and the sintering temperature was 1350 ℃, the hollow fiber membrane got the optimum performance, with fracture load of 24 N, average pore size of 0.15 μm, and oil rejection of 97.5%.