Obtaining fresh drinking water is a challenge directly related to the change in agricultural, industrial, and societal demands and pressure. Therefore, the sustainable treatment of saline water to get clean water is a major requirement for human survival. In this review, we have detailed the use of electrospun nanofiber-based membranes (ENMs) for water reclamation improvements with respect to physical and chemical modifications. Although membrane distillation (MD) has been considered a low-cost water reclamation process, especially with the availability of low-grade waste heat sources, significant improvements are still required in terms of preparing efficient membranes with enhanced water flux, anti-fouling, and anti-scaling characteristics. In particular, different types of nanomaterials have been explored as guest molecules for electrospinning with different polymers. Nanomaterials such as metallic organic frameworks (MOFs), zeolites, dioxides, carbon nanotubes (CNTs), etc., have opened unprecedented perspectives for the implementation of the MD process. The integration of nanofillers gives appropriate characteristics to the MD membranes by changing their chemical and physical properties, which significantly enhances energy efficiency without impacting the economic costs. Here, we provide a comprehensive overview of the state-of-the-art status, the opportunities, open challenges, and pitfalls of the emerging field of modified ENMs using different nanomaterials for desalination applications.