Considering the great potential of egg yolk oil (EYO) in management of burn wounds and superb biological properties of polycaprolactone (PCL) and polyethylene glycol (PEG), hereby, a PCL-PEG-EYO scaffold was developed by electrospinning method for burn healing. The physico-chemical characterizations were performed using SEM, FTIR and contact angle tests. The biological properties of the fabricated scaffolds were evaluated by antibacterial test, in vitro cell culturing, MTT assay and in vivo experiments. The SEM images of PCL-PEG-EYO nanofibers demonstrated a uniform bead-free morphology with 191 ± 61 nm diameter. The fabricated scaffold revealed hydrophilicity with the water contact angel of 77°. No cytotoxicity was observed up to 7 days after cell culturing onto the PCL-PEG-EYO nanofibrous surface. The presence of EYO in the PCL-PEG-EYO scaffold meaningfully improved the cell viability, proliferation and attachment compared to PCL-PEG scaffold. Moreover, the PCL-PEG-EYO scaffolds demonstrated antibacterial activity against Staphylococcus aureus and Pseudomonas aeruginosa bacteria strain. Finally, a statistically significant enhancement in wound closure, re-epithelialization, angiogenesis and collagen synthesis was observed at the end of 21-day treatment period using PCL-PEG-EYO nanofibrous scaffold. Overall, the PCL-PEG-EYO nanofibrous scaffolds demonstrated a great potential in management of full thickness burn wounds in vivo.