Poly(vinylidene fluoride-co-hexafluoropropylene), PVDF-HFP, hollow fiber membranes were prepared by the dry/wet spinning technique using different polyethylene glycol (PEG) concentrations as non-solvent additive in the dope solution. Two different PEG concentrations (3 and 5 wt.%). The morphology and structural characteristics of the hollow fiber membranes were studied by means of optical microscopy, scanning electron microscopy, atomic force microscopy (AFM) and void volume fraction. The experimental permeate flux and the salt (NaCl) rejection factor were determined using direct contact membrane distillation (DCMD) process. An increase of the PEG content in the spinning solution resulted in a faster coagulation of the PVDF-HFP copolymer and a transition of the cross-section internal layer structure from a sponge-type structure to a finger-type structure. Pore size, nodule size and roughness parameters of both the internal and external hollow fiber surfaces were determined by AFM. It was observed that both the pore size and roughness of the internal surface of the hollow fibers enhanced with increasing the PEG concentration, whereas no change was observed at the outer surface. The void volume fraction increased with the increase of the PEG content in the spinning solution resulting in a higher DCMD flux and a smaller salt rejection factor.