Waterproof-breathable (WB) materials with outstanding waterproofness, breathability, and mechanical performance are critical in diverse consumer applications. Electrospun nanofibrous membranes with thin fiber diameters, small pore sizes, and high porosity have attracted significant attention in the WB fabric field. Hot-press treatment technology can induce the formation of inter-fiber fusion structures and hence improve the waterproofness and mechanical performance. By combining electrospinning and hot-press treatment technology, polyurethane/fluorinated polyurethane/thermoplastic polyurethane/alkylsilane-functionalized graphene (PU/FPU/TPU/FG) nanofiber WB fabric was fabricated. Subsequently, the morphologies, porous structure, hydrostatic pressure, water vapor transmission rate (WVTR), and stress–strain behavior of the nanofiber WB fabric were systematically investigated. The introduction of the hydrophobic FG sheet structure and the formation of the inter-fiber fusion structure greatly improved not only the waterproofness but also the mechanical performance of the nanofiber WB fabric. The optimized PU/FPU/TPU-50/FG-1.5 WB fabric exhibited an excellent comprehensive performance: a high hydrostatic pressure of 80.4 kPa, a modest WVTR of 7.6 kg m−2 d−1, and a robust tensile stress of 127.59 MPa, which could be used to achieve various applications. This work not only highlights the preparation of materials, but also provides a high-performance nanofiber WB fabric with huge potential application prospects in various fields.