The invention relates to a hollow fiber ultrafiltration composite membrane composed of the components in the following weight percent: 15-25% of membrane material, 5-15% of pore-making agent, 55-75% of organic solvent and 5-10% of lithium chloride; the membrane material is a mixture of chitosan and one of polysulfone, polyether sulfone, polyacrylonitrile, polymethyl methacrylate, or cellulose triacetate, wherein the chitosan accounts for 1-5% of the total weight of the raw material, and the average molecular weight of chitosan ranges from 300,000 to 1,000,000; the pore-making agent is one of polyvinylpyrrolidone, polyethyleneglycol, or polyvinyl alcohol, or a mixture thereof; and the organic solvent is one of N-methyl-2-pyrrolidone, dimethyl fomamide, dimethyl acetamide, or dimethyl sulfoxide. The invention has good bioactivity, biocompatibility, anti-coagulation property and other properties.