Highly permeable, selective, and stable asymmetric membranes are required to replace the traditional separation approaches for natural gas purification with higher energy efficiency and smaller footprints. Herein, we report on the design and engineering of defect‐free asymmetric hollow fiber membranes with a thin dense skin and highly porous substrate to effectively deal with aggressive natural gas. A crosslinkable polymer with rigid molecular structure and high molecular weight was synthesized for developing spinning dope with desirable solution properties. Phase separation behavior of the polymer was carefully controlled by systematic formulation of the dope composition and optimizing spinning conditions, thereby realizing simultaneously tuning dense skins and porous substrates of the spun asymmetric hollow fiber membranes. The crosslinked hollow fiber membrane, with well‐preserved delicate asymmetric nanostructures, exhibited unprecedentedly high and stable separation performance for long‐term processing extremely aggressive CO₂/CH₄ mixtures (with pressure up to 820 psi containing C6⁺ hydrocarbons), thereby showing great potential for practical application of natural gas purification. This work offers a new platform to create hollow fiber membranes with both high permeance and plasticization resistance in natural gas service. © 2019 American Institute of Chemical Engineers AIChE J, 65: 1269–1280, 2019