At present, the situation of air pollution is still serious, and research on air filtration is still crucial. For the nanofiber air filtration membrane, the diameter, porosity, tensile strength, and hydrophilicity of the nanofiber will affect the filtration performance and stability. In this paper, based on the far-field electrospinning process and the performance effect mechanism of the stacked structure fiber membrane, nanofiber membrane was prepared by selecting the environmental protection, degradable and pollution-free natural polysaccharide biopolymer pullulan, and polyvinylidene fluoride polymer with strong hydrophobicity and high impact strength. By combining two kinds of fiber membranes with different fiber diameter and porosity, a three-layer composite nanofiber membrane with better hydrophobicity, higher tensile strength, smaller fiber diameter, and better filtration performance was prepared. Performance characterization showed that this three-layer composite nanofiber membrane had excellent air permeability and filtration efficiency, and the filtration efficiency of particles above PM 2.5 reached 99.9%. This study also provides important reference values for the preparation of high-efficiency composite nanofiber filtration membrane.