Nanofiber-reinforced hydrogels have recently gained attention in biomedical engineering. Such three-dimensional scaffolds show the mechanical strength and toughness of fibers while benefiting from the cooling and absorbing properties of hydrogels as well as a large pore size, potentially aiding cell migration. While many of such systems are prepared by complicated processes where fibers are produced separately to later be embedded in a hydrogel, we here provide proof of concept for a one-step solution. In more detail, we produced core-shell nanofibers from the natural proteins zein and gelatin by coaxial electrospinning. Upon hydration, the nanofibers were capable of directly transforming into a nanofiber-reinforced hydrogel, where the nanofibrous structure was retained by the zein core, while the gelatin-based shell turned into a hydrogel matrix. Our nanofiber-hydrogel composite showed swelling to ~800% of its original volume and water uptake of up to ~2500% in weight. The physical integrity of the nanofiber-reinforced hydrogel was found to be significantly improved in comparison to a hydrogel system without nanofibers. Additionally, tetracycline hydrochloride was incorporated into the fibers as an antimicrobial agent, and antimicrobial activity against Staphylococcus aureus and Escherichia coli was confirmed.