Membranes with outstanding anti-wetting property are essential for membrane distillation (MD) applications. In this work, a hydrophobization treatment for porous polyvinylidene fluoride (PVDF) hollow fiber membranes using an etching method combined with an ultrafiltration coating process was developed to achieve this desired property. PVDF particle was subjected to an etching process to coarsen its surface. Etched PVDF particles were subsequently dispersed in a dispersant with a specific PVDF-dissolving capacity and then coated onto the PVDF hollow fiber membrane surface via ultrafiltration to construct a super-hydrophobic surface with a micro/nanostructure. After this process, the super-hydrophobic PVDF hollow fiber membrane with the surface contact angle of 163.8°was obtained, and the coating layer on the membrane surface was exceedingly stable. Moreover, the membrane pores were not blocked by the coating layer. The optimal etching conditions for the PVDF particles were as follows: solubility parameter of the etchant, 25.6 (J/cm3)1/2; etching time, 60min at 25°C. A super-hydrophobic surface with a stable particles coated layer is achieved in an optimal coating condition (solubility parameter of the dispersant, 25.87 (J/cm3)1/2; PVDF particles coated, 18.0g/m2). The direct contact membrane distillation (DCMD) experiments showed that after the surface modification process, the hydrophobicity of the membrane was significantly enhanced. In addition, the anti-wetting property of the membrane improved, the time for membrane to be wetted through the channel increased from 40 to 180min, the pure water DCMD flux increased from 26.0 to 29.9kgm−2h−1, and the critical wetting depth increased from 19.5 to 35.7µm.