A hollow fiber that generally extends in a longitudinal direction is provided. The hollow fiber comprises a hollow cavity that extends along at least a portion of the fiber in the longitudinal direction. The cavity is defined by an interior wall that is formed front a thermoplastic composition containing a continuous phase that includes a polyolefin matrix polymer and a nanoinclusion additive dispersed within the continuous phase in the form of discrete domains. A porous network is defined in the composition that includes a plurality of nanopores.