Graphene is a 2D ultra-thin material, when being used as membranes, potentially promises high permeation flux and can be operated in extreme conditions attributed to its chemical inertness. Currently, continuous atomic thin graphene membranes can only be made by chemical vapour deposition (CVD) on flat sheet, which limits its process intensification because of the low surface-area-to-volume ratio. To tackle this challenge, we have successfully devised an unprecedented method to fabricate graphene membranes supported on ceramic hollow fibre via a nickel sacrificial layer approach. It starts with coating a continuous dense nickel sacrificial layer on yttrium-stabilised zirconia (YSZ) hollow fibre via electroless plating, followed by synthesis of a continuous graphene layer by CVD. After that, thermal oxygen etching followed by nitric acid leaching were performed to successfully remove the nickel layer, and defect-patching treatment was carried out to eliminate any major defects formed during the leaching process. Herein, a continuous ultra-thin graphene layer sitting on YSZ hollow fibre was obtained. The achieved graphene hollow fibre membrane exhibits a methanol flux of 2.4 LMH (L m−2 h−1) bar−1 and a remarkable 98.8% rose bengal rejection. This study thus demonstrates a step towards successful engineering of pristine graphene membranes on micro-tubular supports.