The present invention provides a microporous polyolefin membrane of high permeability and novel structure, and also provides a method of producing the same, wherein its average pore size is gradually decreases from at least one membrane surface towards its center. The method of producing the microporous polyolefin membrane comprises the steps of extruding the solution, composed of 10 to 50 weight % of (A) a polyolefin having a weight-average molecular weight of 5.times.105 or more or (B) a composition containing this polyolefin and 50 to 90 weight % of a solvent, into a gel-like formed article and removing the solvent therefrom, wherein a treatment step with a hot solvent is incorporated.