A method is disclosed for forming a microporous membrane that incorporates an additive having low water solubility at the membrane's active surface from a precipitation fluid. The incorporated additive at the membrane's active surface can improve one or more of the membrane's hydrophilicity, wettability, anti-fouling behavior, blood compatibility, and stability over long periods of use or repetitive use. The microporous membrane with this modified active surface can be a hollow fiber, flat sheet, or other self-supporting shape. The microporous membranes can be used for membrane filtering or a solute and/or solvent exchange process, which involve contacting aqueous-based fluid or blood with the microporous membrane, such processes for dialysis, blood oxygenation, or blood separation filtering, or other processes.