Polymeric hollow fiber membranes (HFMs) are in high demand for gas separation due to their superior processability and cost-effectiveness, despite exhibiting high vulnerability to plasticization. In this study, we present a new dip-coating technique for fabricating defect-free and plasticization-resistant polyimide HFMs on a cross-linked polyimide/polysilsesquioxane hollow fiber support. This is achieved through an in situ process involving thermal imidization and cross-linking of a polyamic acid (PAA) precursor solution. The use of a thermally stable cross-linked nanoporous hollow fiber support ensures the coating of various glassy PAA solutions prepared by different dianhydrides and diamine monomers without disturbing its internal pore structure. The resulting polyimide hollow fiber membranes enhanced CO₂/CH₄ separation performance compared to as-synthesized polyimide solution-coated counterpart. It is because in situ thermal imidization and cross-linking of PAA solutions induced the formation of more imine linkages, possibly generating larger free volume elements due to the disturbance of intersegmental chain packing while maintaining sufficient chain rigidity. Additionally, the membrane’s practical applicability was confirmed as the hollow fibers demonstrated resistance to plasticization when subjected to an equimolar CO₂/CH₄ mixed feed of approximately 50 bar. Our simple but versatile dip-coating approach allows for the formation of highly plasticization-resistant polyimide HFMs.