In this study, the aim was to purify CH4, an efficient and renewable clean energy source, which often contains CO2 that needs to be removed to improve its combustion efficiency. To achieve this, hybrid hollow fiber membranes were developed using BTDA‐TDI/MDI (P84) and polyethersulfone (PES) through a dry jet‐wet spinning process. The effects of different parameters, including core liquid composition, solidification bath composition and temperature, spinneret temperature, and air gap distance, were studied to optimize membrane structure, morphology, and CO2/CH4 separation performance. The P84/PES hollow fiber membrane obtained through this process demonstrated good CO2/CH4 separation performance, with CO2 permeation of 2.12 GPU and a selectivity of 51.23. To further improve the membrane's performance, a coating of poly(ether block‐amide) (PEBA) was applied to the P84/PES hollow fiber membrane. This modification resulted in a P84/PES‐PEBA hollow fiber membrane with increased CO2 affinity due to the polar poly(ethylene oxide) groups of PEBA. The P84/PES‐PEBA hollow fiber membrane exhibited high selectivity of 56.5 and CO2 permeance of 1.42 GPU at 25°C.