Polysulfone (PSF) is one of the most used polymers for water treatment membranes, but its intrinsic hydrophobicity can be detrimental to the membranes’ performances. By modifying a membrane’s surface, it is possible to adapt its physicochemical properties and thus tune the membrane’s hydrophilicity or porosity, which can achieve improved permeability and antifouling efficiency. Atomic layer deposition (ALD) stands as a distinctive technology offering exceedingly even and uniform layers of coatings, like oxides that cover the surfaces of objects with three-dimensional (3D) shapes, porous structures, and particles. In the context of this study, the focus was on titanium dioxide (TiO2), zinc oxide (ZnO), and alumina (Al2O3), which were deposited on polysulfone hollow fiber (HF) membranes via ALD using TiCl4, diethyl zinc (DEZ), and trimethylamine (TMA), respectively, and H2O as precursors. The morphology and mechanical properties of membranes were changed without damaging their performances. The deposition was confirmed mainly by energy-dispersive X-ray spectroscopy (EDX). All depositions offered great performances with a maintained permeability and BSA retention and a 20 to 40° lower water contact angle (WCA) than the raw PSF HF membrane. The deposition of TiO2 offered the best results, showing an enhancement of 50% for the water permeability and 20% for the fouling resistance of the PSF HF membranes.