An asymmetric microporous hollow fiber for hemodialysis is made up of 90 to 99% by weight of a first hydrophobic polymer and 10 to 1% by weight of a second hydrophilic polymer. The fiber has a water adsorbing capacity of 3 to 10% and is produced by extruding a solution containing 12 to 20% by weight of the first polymer and 2 to 10% by weight of the second polymer, the rest being a solvent to give a continuous hollow structure with a wall, causing a precipitation liquor to act on said structure in an outward direction through the wall thereof with the full precipitation thereof and the concurrent dissolution and washing out of a part of said first polymer from said extruded structure and then washing out the dissolved out part of the pore-forming substance and the other organic components. Thereafter the fiber so produced is fixed in a washing bath.