A process for manufacturing asymmetric braid reinforced capillary ultra- or micro-filtration membranes (1), including the subsequent steps of pulling a tubular braid (5) through a spinneret (7) and coating the braid with a dope. Prior to the coating step, the braid is impregnated with a non-coagulation liquid, being a liquid which does not cause coagulation of the dope, when brought in contact with the dope. The result is a membrane with an outer skin, i.e. smaller pores near the outside diameter than near the inside diameter, and a coating which is closely arranged around the outside diameter of the braid, without any substantial penetration of the coating into the braid.