Novel carbon hollow fiber membranes (CHFMs) have been, for the first time, prepared from cellulose precursors directly spun with a cellulose/(1-ethyl-3-methylimidazolium acetate (EmimAc) + dimethyl sulfoxide (DMSO)) system. The spinning parameters such as air gap, dope and bore flow, bore fluid composition, and take-up speed are investigated by a factorial design method to screen hollow fiber precursors. All the precursors were carbonized using the same controlled protocol, and the prepared CHFMs show good performance that are above the Robeson upper bounds of CO2/CH4 and O2/N2. The best obtained CHFMs shows a CO2 permeability of 239 barrer and a CO2/CH4 selectivity of 186 from single gas permeation measurement. The CHFM shows attractive CO2/CH4 selectivities of 75 and 50 from 10% CO2/90% CH4 permeation tests at 25 °C with a feed pressure of 28 bar, and at 60 °C with 8 bar, respectively. Thus, the developed cellulose-based CHFMs show potential for gas separation.