This study shows the feasibility of using electrospinning technique to prepare polytetrafluoroethylene/poly (vinyl alcohol) (PTFE/PVA) nanofibers on PTFE microfiber membrane as substrate. Then, PVA in the fiber membrane was removed by thermal treatment at about 350 °C. Compared to PTFE microfiber substrates, the composite PTFE fiber membranes (CPFMs) have improved filtration efficiency by 70% and water contact angle by 23°. Experimental test data showed that the water contact angle of the sample increased from about 107° to 130°, the filtration efficiency of PM2.5 increased from 44.778% to 98.905%, and the filtration efficiency of PM7.25 increased from 66.655% to 100% due to the electrospun PTFE nanofiber layer. This work demonstrates the potential of CPFMs as a filter for the production of indoor or outdoor dust removal and industrially relevant gas filtration.