A new method for the preparation of gas separation membranes in a one-step procedure is presented, where common, non-volatile solvents can be used in the polymer solution. It concerns contacting of a polymer solution with two successive nonsolvent baths, whereby the first bath initiates the formation of a dense top layer and the second bath gives the actual polymer precipitation. Membranes made by this method will have high gas selectivity and do not need any additional coating. The new technique was used to make polyethersulfone (PES) hollow fibres from solutions consisting of 35% (w/w) polymer and 10% glycerol in N-methylpyrrolidone (NMP). High selectivities were obtained when using glycerol or 1-pentanol as the first nonsolvent and water as the second one. For a feed gas of 25 vol.% of CO2 in methane the intrinsic selectivity of PES [alpha (CO2/CH4) = 50] was easily obtained, without the necessity of an additinal coating step. By a step-wise, liquid exchange removal of residual fluids in the fibres, an improvement in flux could be obtained. This was accompanied by a somewhat lower selectivity compared to that of directly air-dried fibres.