Interface engineering has been considered to be very critical for achieving polymer membranes with high performances. The main objective of this study is to establish a guideline for controlling the microstructure of membranes through ultrasonic capillary effect and nucleophilic substitution. Our key strategy is to construct micro/nano surface structures of polypropylene hollow fiber membranes grafted by glycidyl methacrylate in the ultrasonic assisted polymerization system. Then, zwitterionic surfaces of membranes were formed through the amino acids induced epoxy ring opening reaction. The formation mechanism of different morphology structures was discussed in detail. The effect of microstructures on the property of membranes was investigated systematically. When zwitterionic copolymers were uniformly formed on the membranes layer by layer, in the presence of threonine, the excellent bovine serum albumin rejection and antifouling properties were achieved. In contrast, zwitterionic copolymers appeared on the membranes as collapsed droplets in the case of glycine, and the relevant properties of membranes were decreased evidently. This study can provide a novel and facile protocol for constructing microstructures on the membrane surface, improving the performance.