The present invention relates to a continuous process for preparing permselective hollow fiber membranes being suitable e.g. for hemodialysis, hemodiafiltration and hemofiltration of blood which comprises a two-stage drying and tempering treatment of the hollow fiber membranes. According to a further aspect, the invention relates to a continuous process for drying permselective hollow fiber membranes on-line. The invention also relates to devices for on-line drying of permselective hollow fiber membranes.