Nanofiltration ceramic hollow fiber membranes were developed to simplify the manufacturing process and improve water and organic solvent permeation performance. The alumina hollow fiber support was prepared by a phase-inversion/sintering method, and a γ-Al2O3 sol was coated thereon as a selective layer. Polyvinyl alcohol and ethanol were used as the drying control chemical additive in the coating solution, so that a coating layer could be formed without defects in only one coating step. The coating layer thickness could be adjusted to 0.6–2 μm depending on the coating drawing speed. A sintering temperature of 350 °C was selected to provide both reasonable water permeability (6.91 LMH/bar) and rejection (a molecular weight cutoff of 1000 Da or less) and to form a stable γ-Al2O3 phase. In the case of a membrane that was surface-modified with (3-chloropropyl)-trimethoxysilane, the permeability of toluene and hexane was 2.3 and 4.3 LMH/bar, respectively. The newly developed ceramic membrane showed excellent permeability and separation properties, as well as potential effectiveness for organic solvent nanofiltration applications.