In this research, a composite membrane was prepared by dipping a hollow fiber polypropylene (PP) membrane in a polyvinylidene fluoride (PVDF) solution. A small concentration of volatile solvent (acetone and tetrahydrofuran/THF) was added to the PVDF solution to form a tight structure in the membrane surface. The influence of PVDF concentration, type of volatile solvents (acetone and THF), and the dip-coating cycle on membrane characteristics, including porosity, swelling degree, and contact angle, were investigated. The flux and rejection of the membranes were also investigated during the filtration of hexane/oil solution. The experimental results showed that low membrane porosity (3%), low swelling degree (0.1%), and high water contact angle (140°) were obtained when 8%wt PVDF was blended with 10%wt acetone and then coated on PP hollow fiber membrane surface with 3 (three) dip-coating cycles. The oil rejection was 68% after 45 minutes of filtration time with a permeate flux of 20 L.m−2.h−1. Higher membrane porosity and permeate flux can be obtained by reducing the dip-coating cycle; however, a lower oil rejection was achieved.