Alumina (Al2O3) microfiltration membranes with holey interior structure exhibit the combined desirable properties of both superior permeability and good retention performance. These membranes are purposely made to consist of a holey intermediate layer with a thickness in the range 12.9‐15.5 μm and a top filtration layer of very thin thickness in the range 1.8‐2.8 μm, fabricated by cosintering with sacrificial carbon (C) particles. The holey structure in the intermediate layer, which can be well controlled by regulating the amount of C particles added to Al2O3 particles, contains plenty of holes of 1‐5 μm in size, thereby possessing much reduced water flow resistance. The thin top filtration layer, which contains uniformly distributed nanopores of 90‐100 nm in size, functions as the selective layer, thereby ensuring a good retention performance. At the C particle content of 30 wt. %, the Al2O3 membrane with holey interior structure demonstrates a super‐high pure water flux (3358 Lm‐2h‐1), which is almost twice that of the membrane without holey interior structure (1697 Lm‐2h‐1), while the mechanical strength and retention performance are well maintained.