A method of producing a hollow fiber membrane includes discharging a polyvinylidene fluoride solution comprising a polyvinylidene fluoride resin and a poor solvent at a temperature above a phase separation temperature into a cooling bath at a temperature below the phase separation temperature to coagulate the polyvinylidene fluoride resin. The hollow fiber membrane comprises a polyvinylidene fluoride resin having spherical structures that have an average diameter in the range of 0.3 to 30 .mu.m.