The healing of chronic wounds, which bring profound problems, can be effectively promoted by skin tissue engineering using scaffolds with features of extracellular matrix (ECM) for supporting native cell growth. Protein ultrafine fibrous scaffolds, although with similar morphology and chemical composition to ECMs, show poor wet stability which leads to substantial deformation, low mechanical properties, and fast degradation. This research provides a two-step dry state treatment including a cross-linking process by ethylene glycol diglycidyl ether (EGDE) and a blocking process by lysine for the modification of zein ultrafine fibrous scaffold model. This distinctive two-step dry state treatment could effectively avoid fiber deformation before fully cross-linking and more importantly the concern of cytotoxicity. The modified zein/EGDE scaffolds displayed remarkable reduced shrinkage of merely 1.25%, enhanced thermal stability, improved mechanical properties around 3−4 fold, retardant degradation to above 60 days, and promoted cytocompatibility about three fold. This work revealed the possibility to develop strong, wet stable, and cytocompatible ultrafine fibers from various proteins for a wide variety of applications in the fields, such as, tissue engineering scaffolds, biosensors, and drug carriers.