Ceramic nanofiltration (NF) membranes with high resistance to harsh environments have been widely studied and applied in various fields, involving food, bioengineering and water purification. In this work, γ-Al2O3 hollow microspheres with mesoporous shell structures served as an interlayer on a high-flux α-Al2O3 hollow fiber microfiltration (MF) membrane to increase porosity and permeability. Here, the boehmite sol was made from the pseudo-boehmite precursor with a mild and environment friendly feature, instead of the conventional methods using aluminum alkoxides. The self-assembled microspheres (SAMs) mixture and boehmite sol were applied to make an interlayer and toplayer successively on α-Al2O3 substrates by dip-coating. Where, the SAMs constructed by poly-(styrene-acrylic acid) (PSA) microspheres and boehmite colloidal particles could stop the boehmite sol from permeating into inner pores of the support. Next, the composite membranes were calcined to remove organic components and finish the decomposition of the Al hydroxides at 600 °C for 2 h. The results show that the γ-Al2O3 composite NF membrane has a high pure water permeability of 26.4 L m−2 h−1 bar−1, with high retention rate for multivalent cations and low retention rate for monovalent cations, respectively, and the molecular weight cut-off (MWCO) of approximately 1500 Da.