Asymmetric PEI hollow fiber mixed matrix membranes (MMMs) with improved structure and wetting resistance were fabricated via wet phase inversion method. The effects of incorporating hydrophobic MMT into polymer matrix in different loadings on the membrane properties were investigated. The membranes were characterized in terms of scanning electron microscopy (SEM) and energy-dispersive X-ray spectroscopy (EDX), gas permeation test, hydrophobicity, wetting resistance and mechanical stability. All membranes possessed finger-like structures differing in skin layer thickness which increased with clay loading. The results revealed that the MMMs have significantly smaller pore size, higher porosity, hydrophobicity, LEPw and mechanical stability than plain PEI membrane. The membranes were further characterized by CO2 absorption test via contactor system using distilled water as absorbent and pure CO2 as solute gas. The results showed that the CO2 absorption performance increased with addition of MMT nano-clay. The membrane containing 1wt% MMT recorded the highest absorption flux of 2.35×10−3molm−2s−1 at the liquid velocity of 3ms−1, almost 135% higher than the flux of plain membrane at the same velocity. Comparatively, the flux of MMM was superior to several in-house made and commercial membranes.