A method for fabricating a composite membrane includes coating a substrate, such as, for example, an asymmetrical porous hollow fiber substrate, with a solution which includes a perfluorinated polymer and a perfluorinated solvent. Prior to coating, the substrate is impregnated with an impregnation fluid which is immiscible with the perfluorinated solvent. The method of the invention further includes removing the perfluorinated solvent and the impregnation fluid. A composite membrane includes a porous asymmetric hollow fiber substrate having an outer surface coated with a perfluoropolymer coating. Separation devices which include composite membranes and methods of separating a fluid mixture into a fraction enriched in a first component and a fraction depleted in that component also are described.