Polyvinylidene fluoride (PVDF) hollow fiber membranes were developed by the thermally induced phase separation (TIPS) process using a triple-orifice spinneret with solvent co-extrusion at the outermost channel for applications in membrane distillation (MD). The polymer surface concentration during membrane preparation was controlled by exploiting the interfacial interactions of the diluent and polymer at the extruded solvent surface. The membrane surface was controlled from a dense to a porous structure with a large pore size and a high porosity, which considerably enhanced the membrane water vapor permeability to 13.5 L m−2 h−1. Furthermore, the solvent co-extrusion was responsible for the formation of surface spherulites with different shapes, such as contacted spherulites, isolated spherulites, and isolated spherulites with humps. The spherulites with humps constructed a novel hierarchical structure, which created a superhydrophobic surface that conferred upon the PVDF membrane a remarkable wetting resistance in the MD process toward low-surface-tension saline water. More significantly, all the unique structures were achieved using the one-step membrane fabrication process of solvent co-extrusion without additional processes and materials. Thus, this work provides a new, simple, and useful alternative for the preparation of hollow fiber membranes with high performances for MD desalination.