Development of novel and effective drug delivery systems for controlled release of bioactive molecules is of critical importance in the field of regenerative medicine. Here, oppositely charged gelatin nanospheres are incorporated into silk fibroin nanofibers through a colloidal electrospinning technique. A novel fibrous nano-in-nano drug delivery system is fabricated without the use of any organic solvent. The distribution of fluorescently labeled gelatin A and B nanospheres inside the nanofibers can be fine-tuned by simple adjustment of the weight ratio between the nanospheres and the relative feeding rate of core and shell solutions containing nanospheres by using single and coaxial nozzle electrospinning, respectively. Incorporation of vancomycin-loaded gelatin B nanospheres into the silk fibroin nanofibrous membranes results in a more sustained release of vancomycin, compared to the gelatin nanospheres free membranes. In addition, these membranes exhibit excellent and prolonged antibacterial effects against Staphylococcus aureus. Moreover, these membranes support the attachment, spreading, and proliferation of periodontal ligament cells. These results suggest that the beneficial properties of gelatin nanospheres can be exploited to improve the biological functionality of electrospun nanofibrous silk fibroin membranes.