Emission of sulfur dioxide (SO2) from coal power plants has to be controlled and minimized to reduce environmental risk. This study aimed to investigate the hollow fiber composite membrane was used for the removal of SO2 from a SO2/CO2/N2 mixed gas. Moreover, for the improvement of SO2 removal efficiency, the polyetherimide (PEI) membrane was coated with poly(vinyl chloride)‐graft‐poly(oxyethylene methacrylate) (PVC‐g‐POEM). The PVC‐g‐POEM/PEI composite hollow fiber membrane was extensively characterized by various techniques including scanning electron microscopy, Fourier transform infrared spectroscopy, and atomic force microscopy. Experiments with permeation of SO2, CO2, N2, and a ternary gas mixture were carried out to observe membrane behavior in response to different operating conditions. As a result, permeance of SO2 was 105–2705 GPU and selectivity of SO2/CO2 was 3.9–175.6. From the mixed gas separation experiment, the maximum SO2 removal efficiency reached up to 84.5%. © 2014 American Institute of Chemical Engineers AIChE J, 60: 2298–2306, 2014