Membrane dryer consists of single or double modules in a compact housing. When the wet compressed air is fed to the inner side of hollow fiber, water vapor permeates through the membrane toward the outer side of the membrane. The dry compressed air is obtained from the other end of the inner side of the fiber. The tendency for reduction in driving force due to concentration polarization of water vapor at the downstream membrane surface can be eliminated by purging a small amount of dried air on the outer side of the hollow fiber membrane. The concentration polarization is strongly dependent on the average velocity of dried air on the outer side or shell side of the hollow fiber membrane. By adjusting the purge air flow rate, the dew point of the products air can be adjusted optionally.