A two‐step strategy is used to produce micro–nano composite filters that are flexible and exhibit charge recovery. Polytetrafluoroethylene (PTFE) electret powders are incorporated during the process to provide melt‐blown micro–nano membranes with good charge recovery and improved fiber fineness. Then the advantages of the nanofiber membrane are utilized to load the PTFE suspension onto the surface of melt‐blown microfiber membranes to construct a composite filtration membrane with a micro–nano structure, to achieve high‐efficiency and gradient filtration. The test results indicate that the gradient filtration composite membranes exhibit 100% filtration efficiency against 2.5 μm particles, 94.96% filtration efficiency against 0.200–2.5 μm particles and 95.39% filtration efficiency against 0.200–4.595 μm particles, which is 232.02% higher than that of polypropylene membranes. In addition, the gradient filtration composite membranes have a pressure drop that is only 86 Pa and a quality factor of 0.0358 Pa−1. Featuring excellent electret property and charge recovery rate, the gradient filtration micro–nano composite membranes are outstanding filters that have high filtration efficiency, low pressure drop, stable surface potential and excellent thermal stability. © 2022 Society of Industrial Chemistry.