Three-dimensional (3D) composite polyvinylidene fluoride (PVDF)/polyacrylonitrile (PAN) electrospun nanofibrous membranes combining both thick and thin nanofibers have been fabricated by the method of multi-jet electrospinning with sheath gas to realize high-efficiency air filtration under a low pressure drop. The thin PAN nanofibers form a dense membrane, with a strong capturing ability on the ultra-fine particles, while the thick PVDF nanofibers play a 3D supporting effect on the thin PAN nanofibers. In this case, the combination results in a fluffy membrane with higher porosity, which could achieve the airflow passing through the membrane without the air pressure drop. The effects of the composite manner of thick nanofibers and thin nanofibers are investigated, in order to optimize the air filtration performance of the 3D composite nanofibrous membrane. As a result, the maximum quality factor for air filtration could reach up to 0.398 Pa−1. The particle-fiber interaction model was used to simulate the air filtration process as well, and the simulation results were fairly consistent with the experimental results, providing a guidance method for the optimization of composite nanofibrous membrane for high-efficiency air filtration. More interestingly, a cationic poly[2-(N,N-dimethyl amino) ethyl methacrylate] (PDMAEMA) was added in the PVDF solution to obtain a composite air filtration membrane with excellent antibiosis performance, which achieved the highest inhibition rate of approximately 90%. In short, this work provides an effective way to promote antibiosis air filtration performance by using an electrospun nanofibrous membrane, and might also effectively accelerate the biological protection application of current air filtration membranes.