An elevator load bearing member assembly includes at least one roughened surface (46) on a polyurethane jacket (44). In one example, mechanical roughening is used to roughen the surface (46) after the jacket has been extruded onto tension members (42). In another example, the temperatures used for molding a jacket (44) are controlled to induce melt fracture and roughen the surface (46) during the forming process. Other examples include chemically roughening the jacket surface and using localized heating to roughen the surface. The roughened jacket surface improves friction characteristics of a load bearing member assembly.