New Polyacrylonitrile (PAN) nanoclay hollow fiber membranes were successfully fabricated through the dry-jet wet spinning process. The effects of adding the nanoclay on the hollow fiber mechanical properties and permeation performance and dye removal from water were investigated. Direct red 80, Direct orange 26 and Direct brown 2 dyes were used for dye removal experiments. Field emission scanning electron microscopy (FESEM) was used to analyze the cross-sectional and surface morphology and porosity. X-ray diffraction (XRD) has been used to compare crystalline structure of the fabricated hollow fiber membranes. The results showed that permeation is increased by adding nanoclay to the spinning dope. In addition, hollow fibers spun with lower nanoclay content showed lower hydraulic permeability and higher dye removal efficiency. Tensile strength increased from 1.09 to 2.06 with 3 wt% nanoclay loading.