Abstract: This invention discloses a hollow fiber membrane and its preparation method and application, belonging to the field of membrane separation. The preparation method adopts a spinning device with a triple-orifice spinneret, including the casting solution, bore fluid and outer solution. The bore fluid, casting solution and outer solution are respectively co-extruded from the inner, middle and outer orifice of the spinneret, respectively, to form the nascent membrane. The nascent membrane is immersed in external coagulation bath to form a hollow fiber membrane. The outer solution and bore fluid are weakly-polar non-solvents of membrane-forming material and are water soluble. Based on the characteristics of the bore fluid and the outer solution, on the one hand, the mass exchange rate between solvents and non-solvents can be slowed down, the formation of dense skin is effectively avoided, and the surface porosity of the membrane is improved.