The saline gradient present in river mouths can be exploited using ion-exchange membranes in reverse electrodialysis (RED) for energy generation. However, significant improvements in the fabrication processes of these IEMs are necessary to increase the overall performance of the RED technology. This work proposes an innovative technique for synthesizing anion exchange membranes (AEMs) via electrospinning. The AEM synthesis was carried out by applying a high voltage while ejecting a mixture of polyepichlorohydrin (PECH), 1,4-diazabicyclo [2.2.2] octane (DABCO® 33-LV) and polyacrylonitrile (PAN) at room temperature. Different ejection parameters were used, and the effects of various thermal treatments were tested on the resulting membranes. The AEMs presented crosslinking between the polymers and significant fiber homogeneity with diameters between 1400 and 1510 nm, with and without thermal treatment. Good chemical resistance was measured, and all synthesized membranes were of hydrophobic character. The thickness, roughness, swelling degree, specific fixed-charge density and ion-exchange capacity were improved over equivalent membranes produced by casting, and also when compared with commercial membranes. Finally, the results of the study of the electrospinning parameters indicate that a better performance in electrochemical properties was produced from fibers generated at ambient humidity conditions, with low flow velocity and voltage, and high collector rotation velocity.