A blood dialyzer is produced by a process in which a plurality of artificial composite fibers having core portions consisting of a water-insoluble core liquid and surrounded by sheath portions consisting of a fiber-forming polymer are subjected to a removal of almost all of the core liquid; the resultant hollow fibers are bundled; the hollow fiber bundle is packed in a cylindrical case having open end; end portions of spaces left between the hollow fibers peripheries and between the hollow fibers and the inside surface of the cylindrical case are sealed with a bonding material, to fix the hollow fiber bundle to the cylindrical case at the end portions thereof; and the hollow fibers in the cylindrical case are cleaned with a cleaning liquid comprising at least one aliphatic monohydric alcohol having 3 to 8 carbon atoms.