In this work, an ethanol/water/glycerol ternary coagulation bath system was used to fabricate a hydrophobic PVDF membrane, which will have a considerable impact on the micromorphology. This change will further affect the performance of the membrane. After introducing glycerol into the coagulation bath, the precipitation process was finely regulated. The obtained results implied that glycerol could inhibit solid-liquid separation and promoted liquid-liquid separation. A pleasant discovery was that the mechanical properties of the membrane were improved because of the more fibrous polymers formed by liquid-liquid separation. Besides, a more uniform pore size can be achieved. A fascinating symmetrical interconnected fibrous and spherulitic structure was depicted by membranes fabricated with a coagulation bath consisting of 6% water, 34% ethanol, and 60% glycerol. This membrane had a high water contact angle of 146.6° and a small mean pore size of 0.46 μm. Enhanced tensile strength and elongation at break evidenced that the membrane enjoyed good robustness and flexibility. This facile approach provided the possibility to prepare membranes with tailored pore size and the required strength.