The present invention provides a hollow fiber ultrafilter membrane with Poly(Phthalazinone Ether Fulfone) (PPES), Poly(Phthalazinone Ether Ketone) (PPEK) or Poly(Phthalazinone Ether Fulfone Ketone) (PPESK) and preparation thereof, wherein using PPES, PPEK or PPESK as raw materials to prepare hollow fiber ultrafilter membrane, whose vitrifying temperature is higher about 63-115°C than that of general commercial polysulfones, and whose chemical stabilitis are very good. Additive selected from tween, polyglycol, polyvinylpyrrolidone, ethanol isopropanol, propanetriol, acetone, ethylene glycol, diglycol, hydroxyethyl metrhacrylate, lithium chloride, lithium nitrate, C2-C5 organic acid ETAL is added into the solution of preparing membrane. The present invention further provides a forming method and process conditions of hollow fiber ultrafilter membrane with PPES, PPEK or PPESK. The hollow fiber ultrafilter membranes prepared thereof exhibit good properties, such as high-temp. Resistance, dissolvant resistance, acid-alkali resistance and antioxidant, as well as a larger membrane permeation flux.