The present invention provides methods for producing hollow ceramic membranes by electrophoretic deposition. The hollow ceramic membranes may have a small cross-sectional area of about 1.0.times.10.sup.-5 mm.sup.2 to about 25 mm.sup.2. The cross-sectional configuration of the hollow ceramic membranes may be any geometry such as circular, square, rectangular, triangular or polygonal. The hollow ceramic membranes produced by the methods of the present invention may have multiple layers but always the innermost layer, or the first deposited layer is porous and made by electrophoretic deposition. Subsequent layers may be porous or non porous and deposited before or after sintering the first layer. If it is deposited after sintering, it may require additional sintering steps. Additional layers may be deposited by further electrophoretic deposition, sol-gel coating, dip coating, vacuum casting, brushing, spraying or other known techniques.