In this work, we chose small intestine submucosa (SIS) as a drug carrier because SIS possesses good biocompatibility, non-immunogenic property and bio-resorbability, and performed electrospinning for preparation of nanofiber sheets (NS). For the preparation of drug-loaded electrospun SIS nanofiber sheets as a drug carrier, we used poly(Δ-caprolactone-ran-l-lactide) (PCLA) copolymers to improve the electrospinning performance of SIS. The electrospinning of SIS and PCLA provided the electrospun SIS/PCLA (S/P)-nanofiber sheet (S/P-NS) with adjustable thickness and areas. The electrospun S/P-NS showed different porosities, pore sizes, diameters and tensile strengths depending on the ratios between SIS and PCLA. The electrospun S/P-NS was used as a drug carrier of the dexamethasone (Dex) and silver sulfadiazine (AgS) drug related to anti-inflammation. Dex-loaded S/P-NS and AgS-loaded S/P-NS was successfully fabricated by the electrospinning. In the in vitro and in vivo release, we successfully confirmed the possibility for the sustained release of Dex and AgS from the Dex-S/P-NS and AgS-S/P-NS for three weeks. In addition, the sustained Dex and AgS release suppressed the macrophage infiltration. Collectively, we achieved feasible development of SIS nanofiber sheets for a sustained Dex and AgS delivery system.