A coating layer containing a silicone compound is formed on an inner surface of a hollow fiber membrane for manufacturing an oxygenator having a plurality of porous hollow fiber membranes for gas exchange. The method includes dissolving a silicone compound in an organic solvent having a surface tension of less than 70 dyn/cm to prepare a coating solution; and bringing an inner surface of the hollow fiber membranes into contact with the coating solution while bringing an outer surface of the hollow fiber membranes into contact with water to form a coating layer containing a silicone compound on the inner surface.