Composite membranes were fabricated by coating three types of highly hydrophobic perfluorinated copolymers (commercial name: Hyflon AD) on poly(vinylidene fluoride) hollow fibers. The membrane properties, including morphologies, pore sizes, porosities, liquid entry pressures (LEPs), mechanical strength, and separation performance (flux, rejection and wettability) in vacuum membrane distillation (VMD) were systematically characterized and investigated. The properties of the fabricated membranes, including pore sizes, pore size distributions, porosities, and LEPs were significantly affected by the viscosity of the coating polymer solution. Coating solutions with lower viscosities caused smaller pore sizes, narrower pore size distributions, lower porosities, higher LEPs and less flux decline in VMD. Particularly, LEP of the membrane coated with a lower viscosity solution (0.46 MPa) was two times higher than that of the uncoated membrane (0.23 MPa). As a result, the anti-wetting property of the composite membrane after coating was significantly enhanced compared with that of the original membrane. The coated composite hollow fiber membranes also showed improved hydrophobicity, mechanical strength and separation performance (water flux and salt rejection). The water contact angle of the membrane increased from 94 to 145° after coating with a lower viscosity solution.