The water content of ceramic paste is an important parameter in ceramic production, which affects the shrinkage and flexural strength of ceramics. A tubular porous ceramic membrane support was prepared by an extrusion method with coal fly ash from power plant as a main raw material, dextrin as a pore forming agent and carboxymethyl cellulose as a binder. Different supports prepared at different water contents in ceramic paste and sintering holding time were characterized. Effects of water content in ceramic paste and sintering holding time on the microstructure, shrinkage, porosity, pore diameter and mechanical strength of the supports were investigated. The support with a paste water content of 0.19 prepared by sintering at 1150 ℃ for 2 h shows an open porosity of 40.5%, a flexural strength of 23.6 MPa and an average pore diameter of 0.41 μm. The support used in microfiltration of desulfurization wastewater can give a rejection rate of suspended solids of 99.98%. The results provide a research basis for the preparation of low-cost fly ash ceramic membrane support, which is beneficial to a promising application of membrane water treatment.