The increasing research in the field of polymeric multi-channel membranes has shown that their mechanical stability is beneficial for a wide range of applications. The more complex interplay of formation process parameters compared to a single-channel geometry makes an investigation using Design of Experiments (DoE) appealing. In this study, seven-channel capillary membranes were fabricated in a steam–dry–wet spinning process, while varying the composition of the polymer solution and the process temperatures in a three-level fractional factorial linear screening design. The polymers polyvinylidene flouride (PVDF) was the chemically resistant main polymer and polyvinylpyrrolidone (PVP) was added as hydrophilic co-polymer. Scanning electron microscopy and atomic force microscopy were applied to study the membrane morphology. Fabrication process conditions were established to yield PVDF/PVP multi-channel membranes, which reached from high flux (permeability P = 321.4 L / m 2 / h /bar, dextran 500 kDa retention R = 18.3%) to high retention (P = 66.8 L / m 2 / h /bar, R = 80.0%). The concentration of the main polymer PVDF and the molecular weight of the co-polymer PVP showed linear relations with both P and R. The permeability could be increased using sodium hypochlorite post-treatment, although retention was slightly compromised. The obtained membranes may be suitable for micro- or ultra-filtration and, at the same time, demonstrate the merits and limitations of DoE for multi-channel membrane screening.