In this paper dry-wet spinning technique was used during the preparation of dialysis hollow fiber membranes, three-component solution polyacrylonitrile(PAN)/dimethylformamide (DMF)/Water was chosen as the basic materials. The macro and micro-morphology of the hollow fibers were observed by microscopy and SEM. The influence of some important spinning parameters such as spinning pressure, inner pressure and spinneret aperture was investigated. The appearance of some big bores in the outer surface and multilayer structure in the cross section of the hollow fibers was discussed based on phase transition theory. The results show that the spinneret dimension is the key factor that determines the macrostructure of the membrane, the bigger the spinneret aperture the bigger the fiber size; the inner, outer membrane diameters and wall thickness increase with the spinning pressure; the inner, outer membrane diameters increase and the wall thickness decreases with the inner pressure; Concentric spinneret with proper aperture must be used to obtain satisfactory fibers.