Hemorrhagic shock is the primary cause of death in patients with severe trauma, and the development of rapid and efficient hemostatic methods is of great significance in saving the lives of trauma patients. In this study, a polycaprolactone (PCL) nanofiber membrane was prepared by electrospinning. A PCL–PDA loading system was developed by modifying the surface of polydopamine (PDA), using inspiration from mussel adhesion protein, and the efficient and stable loading of thrombin (TB) was realized to ensure the bioactivity of TB. The new thrombin loading system overcomes the disadvantages of harsh storage conditions, poor strength, and ease of falling off, and it can use thrombin to start a rapid coagulation cascade reaction, which has the characteristics of fast hemostasis, good biocompatibility, high safety, and a wide range of hemostasis. The physicochemical properties and biocompatibility of the PCL–PDA–TB membrane were verified by scanning electron microscopy, the cell proliferation test, the cell adhesion test, and the extract cytotoxicity test. Red blood cell adhesion, platelet adhesion, dynamic coagulation time, and animal models all verified the coagulation effect of the PCL–PDA–TB membrane. Therefore, the PCL–PDA–TB membrane has great potential in wound hemostasis applications, and should be widely used in various traumatic hemostatic scenarios.