Surface roughness enhancement by fabricating multi-scale nano/microstructure is an effective strategy to prepare superhydrophobic membranes. Here we report a novel solvent-thermal induced roughening (STIR) method. The method involves the swelling of a polymer surface to create a soft shell/hard core structure under the combined action of solvent and heating, followed by a controllable surface roughening as a result of mismatched thermal expansion between the shell and the core. We show a significant increase of surface roughness for a STIR-treated polyvinylidene fluoride nanofibrous membrane, whose nanofibers were covered with densely-packed nanofins. The treated membrane had greatly enhanced hydrophobicity, resulting in improved anti-wetting performance to low-surface-tension feed water in a membrane distillation process. The STIR method was capable of treating membranes with various pore structures. The novel surface roughening strategy opens up new directions to fabricate superhydrophobic surfaces and membranes, which can greatly benefit a wide range of applications such as membrane distillation, oil/water separation.