This study aimed to modify poly(ε‐caprolactone) (PCL) membranes with sodium heparin (SH) and essential fatty acids (EFA) for later application in wound healing. The electrospinning technique was used to prepare the membranes containing the maximum concentration of SH and EFA, which were then sterilized with ozone. Microbiological tests confirmed effective sterilization. The membrane characterization included scanning electron microscopy for morphological analysis, contact angle determination for wettability studies, Fourier‐transform infrared spectroscopy (FT‐IR) analysis, and thermogravimetry for thermal analysis. Results indicated that the average diameter membrane of PCL, PCL + SH, and PCL + EFA nanofibers was 1.16 ± 0.99 μm, 0.98 ± 0.66 μm and 1.53 ± 0.92 μm, respectively. Adding SH and EFA affected the fiber diameter, with PCL + SH fibers having a smaller diameter than pure PCL and PCL + EFA fibers. The contact angle of the membrane is 123° (PCL), 102° (PCL + SH), and 95° (PCL + EFA). Wettability analysis demonstrated modified surface properties with reduced contact angles. Sterilization of PCL membranes modified with SH and EFA has shown effectiveness in eliminating bacteria and other microorganisms, increasing the permeability of the membranes. Morphological analysis showed well‐formed and randomly distributed fibers, although the PCL + SH membrane exhibited beads on its fibers. FT‐IR analysis showed slight contributions of SH and EFA in the modified PCL membranes, while thermal analysis revealed no substantial changes in thermal stability. In conclusion, PCL membranes modified with SH and EFA can potentially accelerate wound healing, presenting an innovative and cost‐effective approach to treating skin injuries.