Composite polyurethane (PU)-SiO2 hollow fiber membranes were successfully prepared via optimizing the technique of dry-jet wet spinning, and their pressure-responsibilities were confirmed by the relationships of pure water flux-transmembrane pressure (PWF-TP) for the first time. The origin for this phenomenon was analyzed on the basis of membrane structure and material characteristics. The effects of SiO2 content on the structure and properties of membrane were investigated. The experimental results indicated that SiO2 in membrane created a great many interfacial micro-voids and played an important role in pressure-responsibility, PWF and rejection of membrane: with the increase of SiO2 content, the ability of membrane recovery weakened, PWF increased, and rejection decreased slightly.