A porous hollow fiber membrane which has high blocking performance and high water permeability suitable for filtration and the like and exhibits excellent strength, and a process for stably producing the porous hollow fiber membrane are disclosed. The process utilizes a hollow fiber molding nozzle having two or more circular discharge ports which are disposed concentrically. Multilayer melt-extrusion is performed by discharging molten mixtures which include a thermoplastic resin and an organic liquid and differ in composition from the adjacent discharge ports. The resulting product is cooled to solidify to obtain a hollow fiber. The organic liquid is then removed from the hollow fiber by extraction to produce a porous hollow fiber membrane. The molten mixture discharged from at least one circular discharge port includes an inorganic fine powder in addition to the thermoplastic resin and the organic liquid. The inorganic fine powder is removed by extraction after cooling in addition to the organic liquid.