In this work the authors shall describe the preparation of hafnia ultrafiltration membranes. Hafnia is an interesting material because of its chemical and high temperature resistance. Hafnia is very close to zirconia by its chemical properties except for the monoclinic to tetragonal transformation. The transition temperature is higher for hafnia (1850{degrees}C) and it has a lower volume variation. Therefore an application to molten metal filtration is possible without damage to the membrane.