To separate olefin from paraffin efficiently, highly selective and permeable carbon molecular sieve (CMS) membrane has been employed. Especially, supported CMS membrane could offer high permeance and mechanical strength. However, it has been limited to flat or tubular type membranes despite a lower packing density due to a difficult manufacturing process of hollow fiber membrane. Thus, we have optimized the process to prepare the CMS membrane on alumina hollow fiber. To coat a defect-free thin alumina intermediate layer, the withdrawal speed during dip-coating process was varied, and the viscosity of polymer solution was controlled to form uniform layer. Then, the pyrolyzed CMS membrane was tested in propylene/propane mixture gas system as well as single component. Moreover, a long-term performance was evaluated in harsh conditions.