Nafion has been widely used in electrochemistry, but there are only a few reports on its application in other fields, such as, gas separation, even though it exhibits good performance. The primary reason for that is the high cost of Nafion and making a composite membrane with a thin Nafion layer is a potential solution to solve this problem. In this study, a novel Nafion‐PTFE composite hollow fiber membrane, which had a thin (~5 μm) and detect‐free Nafion layer on PTFE surface, without Nafion filling substrate pores was developed, differing from the reported ones in which Nafion resin was required to impregnate into porous PTFE membrane as thorough as possible to ensure the ion conductivity and operation stability. The surface morphology, crystallite, solubility in ethanol/water mixture, and water uptake of membranes were systemically investigated. The gas permeance tests were also conducted. The permeances of different gasses of prepared composite membranes were significantly enhanced compared with the commercial membranes due to the decrease of Nafion thicknesses, while the selectivity remained the same, verifying the detect‐free structure of Nafion layer on PTFE substrate. This study provided a good reference for the preparation and application of low‐cost Nafion composite membranes.