Electrospinning, as a promising platform in multidisciplinary engineering over the past two decades, has overcome major challenges and has achieved remarkable breakthroughs in a wide variety of fields such as energy, environmental, and pharmaceutics. However, as a facile and cost-effective approach, its capability of creating nanofibers is still strongly limited by the numbers of treatable fluids. Most recently, more and more efforts have been spent on the treatments of liquids without electrospinnability using multifluid working processes. These unspinnable liquids, although have no electrospinnability themselves, can be converted into nanofibers when they are electrospun with an electrospinnable fluid. Among all sorts of multifluid electrospinning methods, coaxial electrospinning is the most fundamental one. In this review, the principle of modified coaxial electrospinning, in which unspinnable liquids are explored as the sheath working fluids, is introduced. Meanwhile, several typical examples are summarized, in which electrospun nanofibers aimed for the environment remediation were prepared using the modified coaxial electrospinning. Based on the exploration of unspinnable liquids, the present review opens a way for generating complex functional nanostructures from other kinds of multifluid electrospinning methods.